Get all categories of custom post even not assigned

I know how to get all categories with get_categories

I think you’ve missed some of the arguments in get_categories. By default, empty categories (categories without posts) are hidden

'hide_empty'               => 1,

To get categories without posts, simply set hide_empty to 0

'hide_empty'               => 0,

Here is an example

$categories = get_categories( 'hide_empty=0' );