You are right Adam, there doesn’t appear to be a way to select everything in one shot. You have to add to the selection by clicking in the spaces left inside the letters. Also, for anybody new to Fusion 360, text isn’t treated the same as other lines on the page. You need to create a 3D model with the text in relief, before you can do the projection onto a new sketch (as per Adam’s instructions above). You can’t just go from a sketch to a DXF as the text will be ignored.