Your current description is rather short, making it a little tougher to deduce what you are actually going for.
Or, why you need this to begin with. Sharing more information on threads will only improve the support given by the community here.
What do you mean with "all events have been processed"?
Everything in the entire event stream?
Well, that's something which will never happen, as it is a never ending stream by nature. Unless you would shut down the application publishing events.
Or, are you talking about when a single event has been processed by all handlers?
Again, this is something which cannot be achieved without tying all your event handlers together in the same processing group.
The Event Processors and their Processing Groups are there to pull apart their concerns from one another, so that you can optimize for their exact needs.
If your need is to know when everybody has handled everything, well, then you simply need to group everything together.
PS. It is important to note that this mailing list will be discontinued as specified in this thread
The thread also specifies where to look further for help when it comes to Axon as soon as this mailing list is closed.