You realise you must pass a parameter to the alias that neutron_star gave you, right?

It's /all.nick <nickname>

If you did this, then there is no way that you got insufficient parameters, you would only get it when you did /all.nick without specifying a nickname OR if you passed a parameter such as a variable or identifier that didn't evaluate to any result (in other words $null), which is the same as /all.nick without a parameter.

Similarly, there is no way that your alias:

alias test {
/scid -a nick $1-
}

closed your mIRC if you used it correctly as in: /test <nickname>, it means you either did something wrong, or there is something going on with your mIRC/remotes that created a conflict. Who knows, maybe you had another /test alias before that one that made you quit.

If you want to change your nick on all server windows in mIRC all you type is what you had:

scid -a nick <nickname>

or

scon -a nick <nickname>

That's it...

Btw what mIRC version are you using?