So you can't use JQL do that. You can consider using and addon e.g. Scriptrunner. There is also, the possibility of using automation to locate and flag Epix where all of the children are closed. Rather than regurgitate what has already been answered elsewhere I would refer you to this post where Stephen does a good job of explaining the possibility. Note, you don't have to use a custom field here you could use a label or even a comment.
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