“Sabbe Dhamma Anatta “ incudes adhamma because the word 'adhamma' refers to 'wrong modes of practice/acting' (refer to Thag 4.10) where as the word 'dhamma' in 'sabbe dhamma anatta' does not refer to 'modes of pratice' but refers to 'phenomena' or 'things'.
The word 'dhamma' has multiple meanings dependent upon context. Refer to my old blog here: The word ‘dhamma’ in context
Note: this old blog says for Dhammapada verses 1 & 2, the word 'dhamma' means 'mental states". Currently, I am not sure about this. I now think the word 'dhamma' here means 'modes of practice/acting/living' (which become 'doctrines'; 'teachings').