I could not find a way either with SEMP v1, so I used SEMP v2 (on my local broker):
GET https://localhost:8080/SEMP/v2/config
This returns part of the config but you need to follow the “links” in the response body to get everything.
The GET above returns a response body with this links section:
Follow any links in those response bodies to drill further down into the config. Keep drilling down until all links queried.
For example:
GET https://localhost:8080/SEMP/v2/config/msgVpns
Returns response body with links section: