Must I declare all my debts in the polygyny application, including loans even my wife doesn't know about?

Yes, declare them all; the application declaration is an official statement to the court, and hiding debts is a form of deception. The court assesses your ability based on the information you give. If debts are hidden, the decision is made on a false picture, and it is your wife and children who will bear the consequences later. Allah says: “O ye who believe! Fear Allah, and (always) say a word directed to the Right” (Surah al-Ahzab 33:70). List every loan, credit card and arrear. Better still, tell your wife before she hears it at the hearing. If the amount of debt makes even you doubtful, that is a sign to put this wish on hold. See in debt but wanting polygyny.