So every time you want to change something you need to put
to see changes. Is there any way to have this everywhere without recompiling game every time?
Well, not easily.
Marking what code should be live-updated is not live_call's only function - it is also what runs the actual (new) code, subsequently backing out before running the original code if it did. So it cannot "automagically" apply to everything as it cannot have any effect on compilation process to inject that line.
You could add in a live_call to all scripts automatically one or other way (probably find-replace-in-files file-start "^" via any external code editor via regular expression), but there are a few gotchas:
Generally I'd suggest to add live_call as a snippet to GameMaker (there's snippets.txt) for quick insertion and to add it to multiple potential subjects of interest before running the game.