Does apple automatically sign out all connected devices when you change the apple id password?
does Apple automatically sign out all connected devices when changing
  your password?


If they are still signed in (at the time you change the password) it will not sign them out, but next time they will have to use the new password to sign in.

Your problem is clearly with someone who cracked your old gmail account.

Now they have created NEW apple id and can verify it since they have access to email.


go to that gmail and change the password to a strong one.


You only got a copy of that email since you have the forwarding turned on.

You must have created a apple id once upon a time since it is needed for basic service like system software updates.

Your original apple id might be still OK and not compromised (but change the password on it anyway).