Sometimes LibreOffice is just too LibreOffice... Where do you change the spell checking language for the entire document?
You select everything and then change it at the bottom? Nope. A new paragraph will not follow that.
File -> Properties... which opens up the Document Properties Dialog since apparently this is a property of the document? Nope.
(I found this out by reading the manual, by the way: https://help.libreoffice.org/6.2/en-US/text/shared/guide/language_select.html )