How can I forward all my data that are sent to Splunk to a different IP address or device?
You will have to configure outputs.conf. This will change depending on where you want to send the data and what format you want to send it in, but this doc details the steps for multiple forwarding options: https://docs.splunk.com/Documentation/Splunk/8.1.2/Forwarding/Forwarddatatothird-partysystemsd