Better exposed filters override -any- only working on one filter at a time
I tried this kind of configuration with more then one exposed filter, yes its only overriding label for last exposed filter. May be a bug, Why not simply modify -Any- option label with hook_form_BASE_FORM_ID_alter()

function MYMODULE_form_views_exposed_form_alter(&amp;$form, &amp;$form_state, $form_id) {
  if ($form_id == 'views_exposed_form' &amp;&amp; $form_state['view']-&gt;name == 'YOUR_VIEWS_MACHINE_NAME') {
    $form['FIRST_EXPOSED_FILTER_']['#options']['All'] = t('-NEW ANY LABEL');
    $form['SECOND_EXPOSED_FILTER_']['#options']['All'] = t('-NEW ANY LABEL');
    // and so on.        
  }
}