Learn English – Whether the use of “all” is correct or not

Yes, it's correct grammatically.

But you usually use "all" immediately after a subject pronoun when there's no auxiliary. For example:

We all worked hard on this.

In case of an auxiliary or two auxiliaries, you usually use it after the first auxiliary. For examples:

We are all working hard on this.

We have all been working hard on this.

Alternatively, you can start your sentence with all of + object pronoun. For example:

All of us have been working hard on this.

The use of "all" after the subject pronoun in the sentence with two auxiliaries presented by the OP is correct grammatically, but it's less common.

Some people use all after the second auxiliary, which is also less common. For example:

We have been all working hard on this.