How to let search covers all CPTs?

1. Can user search over all available CPTs rather than one by one?
You can use the WP Search instead of the GD search.

2. When trying search, I pick specific CPT, and search keyword using tags or category name under the CPT but generates none or few results only. Please advise what configuration is required to generate more results?
Less or more results depend on the search query. If you want more results, use less search words for example.
If your search results are incorrect, please send us full details, including the URL of the page you started the search, the search query, and the URL of the search results.

3. Any method to combine CPTs into one easily?
Not without customization, and not without degrading performance.

4. any method to allow search bar location to detect user IP location as default so that nearby search can work?
Not the IP location, but GD can detect the geo-location. See more at
https://wpgeodirectory.com/docs/gd-search/
https://wpgeodirectory.com/docs/search-filters-overview/

Thanks