Do I need to know everything that has ever happened in History in order to do well in HAT?

HAT is designed to test the way you think, not how much you know so the simple answer to this question is no. It is not a history test in the conventional sense in that it is not designed to test how much knowledge you have of the particular period, but rather it is intended to be equally challenging for all students regardless of the history syllabus that they have previously studied in school.

HAT is designed to enable candidates to recognise key historical themes, ideas and concepts, and to be able to apply them to information which they have not previously come across in order to draw out more complex arguments.Therefore, tutors are primarily interested in how you have applied what you do know to this unseen material, constructing it into a logical and coherent argument, rather than a list of facts that you have rote-learnt and can successfully memorise. 

The best way that you can prepare for HAT, therefore, is by looking at examples of past papers to get a sense of what the exam is about and what you should expect on the day, as well as brainstorming  possible themes, arguments and concepts which you have studied from your syllabus, to look at how these may be applied in unfamiliar contexts.