Allow to get terms by CPT. Filter terms clauses, so we can get proper terms and posts count related to post type. Usage: add post_type parameter into get_terms() or wp_list_categories() args.

terms-by-cpt-clauses-filter

/**
 * Extend get terms with post type parameter.
 *
 * @global $wpdb
 * @param string $clauses
 * @param string $taxonomy
 * @param array $args
 * @return string
 */
function custom_terms_clauses( $clauses, $taxonomy, $args ) {
    if ( ! empty( $args['post_type'] ) && /*in_array( 'country', $taxonomy ) &&*/ ! is_admin() ) {
        global $wpdb;

        $post_type = $args['post_type'];

        // allow for arrays
        if ( is_array( $args['post_type'] ) ) {
            $post_type = implode( "','", $args['post_type'] );
        }

        $clauses['join'] .= " INNER JOIN $wpdb->term_relationships AS r ON r.term_taxonomy_id = tt.term_taxonomy_id INNER JOIN $wpdb->posts AS p ON p.ID = r.object_id";
        $clauses['where'] .= " AND p.post_type IN ('". esc_sql( $post_type ). "') GROUP BY t.term_id";
    }

    return $clauses;
}

add_filter( 'terms_clauses', 'custom_terms_clauses', 10, 3 );