I realize this is a little late, but can be pretty easy to set up a Play All button. At least, it's easy to do for the DVDs I'm making with Devede. At least, I haven't found any terrible problems yet.
On my DVDs, every video is in a different title. I leave an empty title at the top called Play All. I don't have any other special features or settings menus or anything like that.
I'm not a DVD expert by any means, so I have no idea how putting multiple videos in the same title will alter things.
I use a program called MyDVDEdit, but I think it's Mac only. There's probably another program like it for Windows or Linux. If you can't find one, I think there's another way.
Have Devede create the disc structure.
Then open that with MyDVDEdit or whatever you are using.
Look at the pre commands for the first titleset menu (VTS Menu 1 when I look at it). I'm using register 5 (R5 in MyDVDEdit) to tell whether Play All is active or not. I want to make sure that Play All is turned off when you go back to this menu. Maybe that's a bad idea for some reason, but it's worked for me so far. DVD experts, is this a bad idea?
To make sure Play All is turned off, add a command at the very top of the pre commands that says R0 = 0.
Now look at the post commands for the same VTS menu.You should see something like "if(R14 == 1) Goto 15. If you look at line 15, you should see something like "R0 = 1". Register 0 keeps track of which video we watch. If it's 1, we watch the first video, etc. Right after that line, you should see "Jump VMGM Menu title." Insert one command between the R0 = 1 and Jump VMGM Menu title lines. Make it R5 = 1. That sets Registe 5 (our Play All register) to be 1.
Now look at the post commands for VTS 2. VTS 2 should be your first video. Just before the last command, insert one that says if(R5 == 1) R0 = 2. That says "If Play All is on, our next stop is the second video."
Go to VTS 3 and do the same thing, except say R0 = 3. Do this for all the rest of the videos, except the last one (unless you want to make a loop, in which case you'd set R0 to 1).
I think that's about it. I'm not sure how well I explained it, but it should become pretty simple once you've done it once or twice.
If you don't have MyDVDEdit or something similar, you could instead edit the movie.xml file that Devede creates while it is converting files and make similar changes to it. I think the big difference is that instead of R0 and R5, the registers are called g0 and g5. I haven't tried this way, though.
I'm not sure how clear this is, or how good an idea this is. I don't know if I've missed some important aspect of DVD navigation or not. It's worked okay for me so far, though.