I know that T. rex, Velociraptor and Coelophysis have been found with wishbones. What about other theropods, do all theropods have wishbones?`

Almost certainly. Coelophysis is pretty primitive within the theropod tree. It's most parsimonious to assume that it and birds inherited their furculae from their most recent common ancestor, and it's unlikely that that common ancestor was the first theropod to have a furcula.

The problem of course is that the bone is  small, fragile, easily lost from a carcass and easily overlooked by field crews. It's not known from many theropods, but it's likely it was there in all or them (unless secondarily lost in some lineages).