usually you make a team replacing another one but if you want an all star team I think you don't need it to participate to cups or leagues .
I have a way to create a team avaible for match mode only but I d'ont replace any team . using my method I made all star teams for pes4 and just yesterday I made it for pes5 .
first step copy your option file somewhere (you'll understand why) .
now all you have to do is to transfer players you want in your all star team to a choosen team , for example pes united . when you got your players in that team start a master league choosing matche mode stating squad . choose the team where you transfered the all stars and don't care about the league and the other teams . save your ML and get out .
now you can replace your former option file in the folder and restar your game , in the matche mode you can load your master league team wich means ... the all star team

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ps : you can load your saved master league if you want to change the kit

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