The word order is not natural. You can find instances of "explained to me everything" but they all mostly follow by "... that ..." or something similar. See https://books.google.com/ngrams/graph?content=he+explained+to+me+everything%2C+he+explained+everything+to+me and https://books.google.com/ngrams/graph?content=explained+to+me+everything (click on case-insensitive).
In addition, the "to" is required and it is missing in your sentence. See http://www.englishteachermelanie.com/how-to-use-the-english-verb-explain/
I am native AmE. "He showed me everything - He told me everything -- He gave me everything " -- they're all fine. And "He explained everything" (with or without TO me) is also fine. But "He explained ME everything"... not so much, though I couldn't say exactly what's wrong, not being a grammarian.
That's not to say that it might not be used -- maybe especially, but not exclusively, by ESL speakers, because it follows the pattern of the examples I gave -- but it is not an accepted answer.
What is your view on "Write me", "He wrote me" etc.? To my ears, it sounds almost as bad as "Explain me", but I see/hear it a lot. I'd prefer "write to me". I haven't found a definite answer on the net, although people tend to say that "write me" is permissible in AmE, but wrong in BrE. On the other hand, "text me" seems completely fine to me.
FWIW, I don't have a problem with, say, "Write me/e-mail me/text me when you're ready to discuss it" or "He wrote me twice last week."
Oddly, I'd prefer "to me" in both examples that use "write," but wouldn't say the "to" has to be there. And using it with "e-mail/text" would be weird, unless there's an "it" of some kind in there.
But even then, I'd guess that "E-mail/Text it to me" and "E-mail /Text me it" are both in pretty wide use, though I'd prefer the former..
I did not find a "write" discussion on verb complementation in Quirk's "A Comprehensive Grammar of the English Language" (the book I mentioned a few times on Slack), but it did have the BrE-only "Give it me." Which grates my ears something horrible, so maybe we are learning which English variety has impacted which one of us?