Is there a way to download ALL customer information whether they have actually ordered or not. I can see there are reports for processing and completed, however, can’t see how to download all those who are customers.
Not at the moment, customer management is very limited in Commerce but will be worked on in the future.
As you’re probably referring to users in MODX when you say customers that haven’t made any purchases yet, you could look a little wider for user exporting tools. While it looks pretty old and potentially not supported since MODX 2.3, I found xodus. Most everything else I can find is focused on importing rather than exporting though.