get_terms

$blogcat = get_terms('cl-post-tax');

// Always show link in WP backend on custom post type or posts category
(example: https://clevis.sunlime.io/wp-admin/edit-tags.php?taxonomy=cl-post-tax&post_type=cl-post)


...
if($the_query->have_posts()) :

            echo '<div class="category-filter">';

            $blogcats = get_terms('cl-post-tax');

            echo '<ul>';

            foreach ( $blogcats as $blogcat ) {

                // The $term is an object, so we don't need to specify the $taxonomy.
                $cat_link = get_term_link( $blogcat );

                // If there was an error, continue to the next term.
                if ( is_wp_error( $cat_link ) ) {
                    continue;
                }

                // We successfully got a link. Print it out.
                echo '<li><a href="' . esc_url( $cat_link ) . '">' . $blogcat->name . '</a></li>';
            }

            echo '</ul>';

            echo '</div>';

            while($the_query->have_posts()) : $the_query->the_post();
            ...