Has there ever been a 12–2 in all competitions?

Yes, 1 time.

The only time: March 12, 1892, Aston Villa beat Accrington (Aston Villa 12–2 Accrington) · Premier League.

Nearby scores

1. 13–1 1 time
2. 13–2 Never
3. 13–3 Never
4. 12–1 3 times
5. 12–2 1 time
6. 12–3 Never
7. 11–1 6 times
8. 11–2 3 times
9. 11–3 2 times