I want to change the workflow type of issue type Epics (would like to add new status) and this should reflect across all projects.
However, I don't see any option to change workflow specifically for Epic under current schemes.
Do you mean that the workflow for the Epic is also used by other issue types? If so, create a new workflow (copy from the used one), change the copied workflow and associate the copied workflow with the Epic issue type.
Do you use the same workflow scheme for all projects? If so you need to make changes only to this workflow scheme. If you use different schemes then you have to make changes to all used workflow schemes.
You can find more information on how to manage workflows here
You can't have a workflow scheme that only associates one type. It has to contain mappings for all issue types a project might contain (i.e. every issue type you have).
So, your scheme always contains a default mapping, such that all issues that are not explicitly named in the scheme use that workflow.
It sounds to me like you have built a workflow scheme with a default of your Epic workflow, so when you apply it, the sub-tasks need to be given the new workflow.
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