Yes, they are all affected. But it's more complicated. Heavy Impact and Heavy Radial Damage seem to get the full value of the combo multiplier. Heavy Slam has reduced damage increase for combo counters >1. Wiki states for staves it's 60%. so for a combo counter of 3 this would be: modified Heavy Slam = Heavy slam * (1 + (3-1)*0,6). But for my Silva&Aegis P and Prova Vandal the value is actually 75%. Pupacyst(Polearm) has also 60%. Maybe there are other values for different weapon(types).
Not sure if you are aware of this but the melee damage calculation is wrong. The combo counter has no direct influence on normal attack damage anymore, only on heavy attacks. Condition Overload seems to use the old damage calculation but with the bigger bonus. Total Damage = Modded Damage × 2.2n (with n being the number of unique status procs currently affecting the enemy). According to the wiki it was changed to: Total Damage = Base Damage × [1 + Damage Mods + (Condition Overload Multiplier × n)] × (1 + Elemental Mods) (with n being the number of unique status procs currently affecting the enemy).