I like 2006 because no one expected the Dems to take back the Senate, plus I think no Democrat running for federal office that year anywhere in the country lost.
Correct, assuming you;re referring to Democratic incumbents, and I believe that's the only time in recent history where this has happened for either party.
Not quite right.
2006 was unique because no Democratic seat went to the Republicans, not even open seats, marking the first such swing since 1938.
No Republican incumbent lost in 1994. However, four House open seats went to the Democrats. (I believe three of those lost seats had been held by people who turned around and gained Senate seats.) If I'm not mistaken, 1994 was also unique because there were no Democratic freshman senators that year.