Notice that Jesus said we are to teach what He has said - not what the Father or HolySpirit says. Why?
Because He, Jesus, is the voice, the image of the HolySpirit Father, the IncarnateWord.
So we see that it is in teaching that believers are `immersed` (baptised) into Him.
He is saying make disciples of the believers and that He will never forsake us.
But He did forsake us. He ascended to Heaven.
However, He sent us His HolySpirit who is His essence and power.
`All things` means that what Jesus told the original disciples was not just for them but for all men for all time.