Is there a way of exporting all activity files at once to the Garmin Edge 510?
I see how to do each individual file.
Is there a way of exporting personal records to Garmin Edge from Connect?
I don't recommend you use your Edge as a storage device for all you old activities. You computer's drive is a much better place. It's also much easier to copy the activities from your Edge to the computer than it is to go from Garmin Connect to the Edge.
If you have not specifically deleted them then they should all be there already, unless you configured Garmin Express to delete them after syncing. By default, Garmin Express does not delete activities from your device.