Firstly I'd like to confirm L. White's statement that U is a function of P and T. In thermodynamics we are usually dealing with a space that can be described by 3 coordinates (degrees of freedom). You may choose S, V, N since U can be explicitly written in these coordinates. But you may as well replace one of the variables if you know the equation of state of your system, e.g. the ideal gas equation relates V, N, P and T, so you can e.g. replace V.
Secondly about the actual question: there are different ways to think about partial derivatives and total derivatives and different conventions are used in the literature. There is one notation that I find particularly confusing, namely
$\left(\frac{dU}{dP}\right)_{V}$
If you hold $V$ constant the total derivative really is a partial derivative, since partial derivatives are nothing else than total derivatives with something held constant. Partial derivatives are like taking a derivative along a certain direction in a multi-dimensional vector space. See also this answer of mine. You may correctly note that only holding $V$ constant is not sufficient to define a direction in the vector space. In most undergraduate thermodynamics holding $N$ constant is implied by this notation, which then does define the direction completely. I would suspect that is also what is meant here, but of course I can not be sure since the OP did not state the context.
Then written as a partial derivative the relation in doubt should become clear. And this also shows that the notation $\left(\frac{\partial U}{\partial T}\right)_{everything}$ does not really make sense. If you hold "everything else" constant you can't take a derivative, because the system will be fixed by your equation of state, whatever it may be (e.g. ideal gas law).