Unfortunately, AppLocker can only restrict some scripts (mainly .ps1, .bat, .cmd, .vbs, and .js). Other script types (Python, Lua, Autoit, etc.), scriptlets (.chm, .hta, etc.), and many files with active content (more than 100 file types can be used) are unsupported. Those files can bypass AppLocker (although they often need shortcuts, especially Python, Lua, Autoit, etc.).
However, if you additionally block several popular LOLBins (like those suggested by Microsoft in WDAC), probably about 90% attacks can be covered in some way.