Does getrecievedbyaddress work for all addresses? In previous versions getrecievedbyaddress api call returned 0 for external addresses (not included into local wallet) and it was described in the docs. However, right now documentation for getrecievedbyaddress doesn't mention externall/local addresses.

Does this mean that I can use this api call for any address?
No, it only works for wallet addresses. You can add watch-only addresses without key via importaddress, though.