Do you mean vertical scrollbar, such as is shown on the Genres field here (for checkboxes and radio buttons):

http://demo.designsandcode.com/sfpro-movie-reviews/

Like this:

.searchandfilter > ul > li[data-sf-field-input-type="checkbox"] > ul,
.searchandfilter > ul > li[data-sf-field-input-type="radio"] > ul {
  max-height: 150px;
  overflow: auto;
}

The ALL filter, is this on a select dropdown? You can’t remove it, but you can hide it:

.sf-field-taxonomy-download_category .sf-item-0 {
    display:none;
}

Change this according the to li class on the field.