Be aware of the validity period for the theory exams - in the UK it's 18 months from passing the first to passing the last and then 24 months from passing the last exam to completing the flight training, passing the skill test and having your licence issued. I assume that there will be a similar requirement wherever you decide to train.
Doing all the exams in a single day is a big ask for anyone. You will almost certainly have to pass certain exams before going solo (e.g. air law), so if that then means you have to pass ALL of them before going solo, it starts the clock on the validity period at an unnecessarily early point in your training. I'm not saying it's unachievable, just be aware of the additional pressure that you would then be under.
Taking exams individually as you progress with your flying trying is a lot easier, as you can relate the theory to the practice, particularly with RT and navigation.