I don't know if what you're hoping for exists either. Part of what's complicated is that there really isn't much agreement on what "covers statistics from A-Z" means between different stats-using disciplines (or between statistics-the-discipline and applied statistics as a whole). Whether machine learning even belongs in the same category as "statistics" has been a matter of debate (arbitrary example, from the top of my google: Machine Learning vs Statistics - KDnuggets).
That said, we have this thread about people in this community's favorite "pure statistics" books, which isn't a direct answer but there's some pretty great stuff in there: