Get all taxonomies for all post types

I would suggest querying a list of all post types using get_post_types. With that array you can do a foreach. and for each post type, query all terms with get_term. It would look something like this, but you should pass get_post_types your know post types, because as it stands, this will also display things like attachments and nav menus.

function agency_wp_test() {
    $post_types = get_post_types(); 

    foreach ( $post_types as $post_type ) {
        $taxonomy_names = get_object_taxonomies( $post_type );

        $terms = get_terms( $taxonomy_names, array( 'hide_empty' => false ));
         if ( ! empty( $terms ) && ! is_wp_error( $terms ) ){
             echo '<h5>'.$post_type.'</h5>';
             echo '<ul>';
             foreach ( $terms as $term ) {
               echo '<li>' . $term->name . '</li>';

            }
            echo '</ul>';
        }
    }
}