No - all day and all days are very different. The first one is common (it means throughout the day), but the second is uncommon because we nearly always use every day in normal contexts. Using a "marked" (less common) form usually implies a less common meaning (the audience would be expected to notice the unusual phrasing, prompting them to think of what specific unusual meaning might be ...
"Is playing" is a continuous verb. "Play" is the regular verb. "Football" is the direct object of the verb. He plays football every day. He played football yesterday. He is playing football right now. He was playing football yesterday. So there is no phrase "playing football".
They are not interchangeable. "He goes to church on Sundays" would imply frequent Sunday church attendance, but "He goes to church every Sunday" would mean (almost) invariable Sunday church attendance. "He goes to church on Sundays" might also mean that Sundays is the day he goes to church, as opposed to Saturday, without implying anything about the frequency of attendance. "He does not go to ...
on Sundays and every Sunday - English Language & Usage Stack Exchange
She reads minds every single day (Monday, Tuesday, Wednesday, Thursday, Friday, Saturday) and two times on Sunday (she's got more time I guess).
It's something I do every Sunday. It's something I do on every Sunday. We normally don't use the preposition on" before time expressions beginning with each, every, next, last, this, etc. So the use of the "on" in the second sentence is unnecessary. Besides, if you say you do something on Sunday (s), Monday (s), etc. , it also conveys the sense that you do it on every Sunday, Monday, etc. So ...