This is a very difficult question; it doesn’t seem to make sense.

Let’s try to make to sense of it:

"Everything" probably means everything physical, rather than everything physical and spiritual. Nobody would say that we understand everything in the spiritual. "Make sense", probably means that it is comprehensible, as in being able to know a thing's reasons or character. And "make sense" probably means makes sense to us. We could not say that anything does not make sense to G‑d. So, the question that seems to make the most sense is "does everything in the physical universe have to be comprehensible to us?"

We probably do not mean to say that everything has to make sense at once. The answer would have to be "no" for anything that is sufficiently large or complicated. That leaves us with trying to understand any single thing. We probably have to assume this single thing is not related to a lot of other things. Otherwise we’re back to “no” again.

Now, suppose that the reasons and character of our "thing" include things outside of physicality. We do not really understand the spiritual, but we maintain that there is a connection between the spiritual and the physical. So we have to say we cannot really understand any single thing.

Maybe we made sense of the question; it’s not clear how to test the result. But the answer seems to be no.