This issue can be seen in the demo as well where the select all is not working as in unable to select all and unselect all when the optgroup is in collapse state. It will be working if we expand everything, but this is not feasible for a large list of options. So please have a check if this is fixable. The detail is at the link below and screenshot too:
http://davidstutz.github.io/bootstrap-multiselect/#configuration-options-enableCollapsibleOptGroups