If a database only ever has one insert, is it bad to index every possible column combination?
Yes, it will influence initial plan compile time as the optimizer will have many extra access paths to the data to consider.

Since you're on SQL Server 2017, loading once, and running reports, why not just use a clustered column store index instead?

That seems to be the ideal solution to your need to index every possible column combination. 

Columnstore indexes - Overview