What does the du'a "Alhamdulillah in every situation" mean?

It means that a person praises Allah, the Blessed and Exalted, no matter what.

Whether good comes to him or he is afflicted by a calamity or something else, he praises Allah in every situation.

When the Prophet ﷺ received something good, he would say: "Praise be to Allah, by whose blessing good deeds are completed." And when something distressing happened to him, he would say: "Praise be to Allah in every situation."

So a person praises Allah in every situation, as Allah, the Blessed and Exalted, said: Those who, when a calamity befalls them, say: "Indeed, we belong to Allah and to Him."

We will return. So he praises Allah and says "Inna lillah" when a calamity befalls him, meaning in the situation that.

he is in.