If an effect causes a card to lose "all" of a given attribute (such as keywords, traits, or faction affiliations), that card loses each instance of each of those attributes. For instance, if an effect causes a character to "lose all keywords," that character will have no keywords (even if another effect would cause it to have multiple instances of a given keyword). (See The Word “All”.)
Event card effects engage the game state at the time they resolve. If an event card creates a lasting effect on a set of cards, only cards that are in play at the time the event card is played are eligible to be affected. Cards that enter play after the resolution of the event are not affected by its lasting effect. (See Event Cards.) In the case of You Know Nothing, this also means that the lasting effect (losing all keywords) is applied to the characters that meet the required characteristics at the time the event is played. If a character gains or loses the Army trait, or changes control at a later time, the lasting effect affecting that character (or not affecting it) will not retroactively change.