You cannot follow everything from everything.

• From Mastodon you can follow Lemmy communities and Lemmy users. Some Lemmy communities name gets hashtags on mastodon, e.g. if you follow #idm there, you will see posts from !idm@lemmy.zip
• From Lemmy you cannot follow/subscribe to anything from Mastodon. You can see replies and posts of Mastodon users in Lemmy communities

If you want to follow all from one account with a Lemmy-like interface, the closest you can get is with Mbin. There you can follow Lemmy communities, Mastodon and Lemmy users. You cannot follow Mastodon hashtags though.