Do all Gram negative bacteria cause septic shock?
all Gram negative bacteria can potentially cause septic shock, but septic shock is not limited to Gram negative cell wall lipopolysaccharides. Any infectious agent can cause septic shock, including gram positive and gram negative bacteria, fungi and even viruses (this is quite evident in the recent Ebola outbreak).[1] 

The causative agents for sepsis/septic shock have evolved. Originally strongly considered to be related to Gram-negative bacteria, that is no longer the case. About 25 years ago, sepsis was considered to be a response to endotoxin thought to be relatively specific for Gram-negative bacteria. That Gram-negative bacteria were the most common causes of sepsis[2] resulted in trials that focused on  specific therapies for G negative endotoxins. 

It is now recognized that sepsis may occur from bacterial, fungal and viral organisms. More recent epidemiology studies reveal that Gram-positive bacteria have become the most common cause of sepsis in the past 25 years. According to the most recent estimates in sepsis, there are approximately 200,000 cases of Gram-positive sepsis each year, compared with approximately 150,000 cases of Gram-negative sepsis.[3]

Fungal causes of sepsis have also grown at a rapid pace. Why this occurs may be two-fold: a general increase in nosocomial (hospital acquired) cases of sepsis, and more effective treatment of bacterial infections, thus promoting fungal infections to a more leading role. The increase of fungal nosocomial infections has also shifted away from the common Candida albicans organism to the more recalcitrant torulopsis, glabrata and krusei subspecies.[4]

So while the Gram negative Lipopolysaccharide or “endotoxin” is unique to Gram negative bacteria, cell components of Gram positive bacteria have been identified that appear to be biologically equivalent to endotoxin in stimulating the inflammatory response associated with sepsis and septic shock. These include a peptidoglycan layer outside the cell membrane of Gram positive bacteria as well as non-peptidoglycan polymers (such as the teichoic acids). They have been shown to stimulate the release of cytokines, specifically tumor necrosis factor and interleukin-1.[5]

[1] How Ebola Kills You: It's Not The Virus
[2] Septic shock in humans. Advances in the understanding of pathogenesis, cardiovascular dysfunction, and therapy
[3] The epidemiology of sepsis in the United States from 1979 through 2000.
[4] Nosocomial bloodstream infections. Secular trends in rates, mortality, and contribution to total hospital deaths.
[5] Sepsis and Septic Shock
Sepsis, severe sepsis and septic shock: changes in incidence, pathogens and outcomes