This one's a little confusing in English, because I've gotten used to są as "are" but in this usage, it's "is".
Since 'wszyscy' has to refer to people, I think an accurate translation of 'Gdzie są wszyscy?' is "Where are they all?" If this is so, it might help some of the English-speaking people make sense of using the third person plural verb. D/L accepted it.
Well, if there was some noun described by "wszyscy" (wszyscy ludzie, for example), then "wszyscy" means "all", and translates very straightforwardly to "all people".
If this "wszyscy" stays on its own (and it must be known from the context what you mean, but that sounds like 'all people that I expected to see here'), it cannot really be translated as "Where are all", I believe. Even if not wrong, still "Where is everyone?" is a more natural translation. Just a different structure.