Two (2) options to configure diagnostic settings (besides doing this manually on each resources):
Azure Resource Template (ARM)
This requires you to have a deeper understanding of Azure and Resources. However, it gives you all the flexibility to configure any type of resources and targets (storage, event hub or log analytics). This option does not come with additional feature to check compliancy and remediate any configuration drift.
See Microsoft documentation here
Azure Policy
Configuration can be done through the portal (look for 'policy' under 'all services'). However, only the following resources are covered: Services Bus, Search Services, Event Hub, Stream Analytics, Data Lake Gen 1. On the other hand it comes with compliancy dashboard and remediation.
See Microsoft documentation here