I don't quite understand. Shouldn't this sentence be for a male speaker?
yes it should
Why it says מכל and not simple כל?
Could be also: You ignore all what I say.?
Well, הִתְעַלֵּם is literally "to hide oneself from, to shut onself from, therefore you need the seperative מִן.
Can i omit מה?
"You disregard everything I say" should be accepted. Reported.
Should it not be מהכל instead of מכל since הכל is everything and כל is each?