What is a synonym of jack of all trades, master of none?
I want to differentiate it from a generalist (might have deep knowledge about everything)?
On the same note, is there a better way to say jack of all trades, master of all?
A dilettante is a person who dabbles in a variety of pursuits but is not dedicated to any particular one.
A sage, a savant, a genius, an expert, a diviner, an Olympian, a guru, a god (small G)--all describe a multi-talented person who is exceedingly capable in seemingly everything and is "master of all." A dilettante, on the other hand, is a "master of none."
The phrase you refer to, by the way, is a rhetorical figure called antithesis, an expression of contrasting elements. In "Jack of all trades, master of none," we have the following contrasts: Jack (a common name and common nickname for John) and master; all and none; trades (plural--many) and trade (implied singular--or one).
A person with several skills may be said to be a generalist.