I want to select more than just the existing region, but all regions in that layer. How is it done?
It is not the same as "Add" as I do not want to click multiple times for this.
Obviously select all isn't what you want, because it selects also unpainted areas.
You can use Contiguous area selection tool or Similar color selection tool to select the emptiness or the background color around your painted areas and then invert the selection in the Select menu or by pressing Ctrl+Shift+I. Similar color selection tool takes also unpainted areas inside the painted shapes.
You should make the first selection with fuzziness=1, shrink and feather=0 until you are sure that inversion behaves as you want with them. You should need no fuzziness if you select unpainted area. You can goto select menu and shrink and feather after inverting the selection.
If your painted areas are in separate layers, uncheck "Limit to current layer" in the tool options. That's not available for Similar color selector, only for Contiguous area selector. Temporarily close unwanted layers in the layers panel to prevent them affecting the selection.
Another option is to select Opaque in the select menu. It works if your unpainted areas are transparent and painted areas are fully opaque in the current layer. Partially transparent areas will be selected partially, like feathered.
Photoshop style selection by clicking in the layers panel do not work.