Okay, I will make this question short.
If I'm to receive like 30 different deposits from 30 different wallets into one wallet, which will make all these transactions appear like separate outputs if I want to send them all at once to one wallet,
So my question is, is there any possible way of sending all the transactions out as one output to a new wallet in order for it to be smaller in size and the transaction fee to be lower?
I know about coin control using electrum, which I can control and send bit by bit, which will also cost me a fee.
When receiving many small deposits in different wallets, sending them all at once to a new wallet may not significantly reduce fees. Use a wallet with fee optimization for better cost efficiency when combining multiple inputs into one output.
Creating a transaction which spend all UTXO and send it to an address almost always best way to reduce TX size and fees. OP doesn't mention he has UTXO with very small amount of Bitcoin which could make my previous sentence incorrect. And there's no thing such as wallet with fee optimization. What you can find is wallet which suggest fee rate and let you set custom fee rate.