To create a bash array from jq output, see e.g. the following SO page:
How do I convert json array to bash array of strings with jq?
To understand why your approach failed, consider this transcript of a session with the bash shell:
$ all='('"Luka Modrić"')'
$ echo $all
(Luka Modrić)
$ echo $all[1]
(Luka Modrić)[1]
This essentailly shows that your question has nothing to do with jq at all.
If you want $all to be an array consisting of the two strings "Luka" and "Modrić" then you could write:
$ all=("Luca" "Modrić")
echo ${all[1]}
Modrić
$ echo ${all[0]}
Luca
Notice the correct bash syntax for arrays, and that the index origin is 0.
Summary
See the above-mentioned SO page for alternative ways to create a bash array from jq output.
The syntax for creating a bash array from a collection of strings can be summarized by:
ary=( v0 ... )
If ary is a bash array, ${ary[i]} is the i-th element, where i ranges from 0 to ${#ary[@]} - 1.
${all[1]}, not$all[1].