The "correct" translation of this was posted (on multiple choice) as "כולם עוזבים מלבדו." Can't remember encountering מלבד previously, and was confused when the "discuss" linked to this page.
What would be the different uses of מלבדו and חוץ ממנו?
Yes, חוּץ is outside, but in Middle Hebrew the prepositional expression חוּץ מִן except, apart from was coined. Literally it would mean he is at the outside of the group that leaves, but the expression has faded to except him.