get_terms() for custom taxonomy related to another taxonomy

You can try getting all the posts IDs from the first taxonomy

$objects = get_posts( array( 'category' => 'history', 'numberposts' => -1, ) );
foreach ($objects as $object) {
    $objects_ids[] = $object->ID;
}

Then get the terms from the second taxonomy associated with them:

$collections = wp_get_object_terms( $object_ids, 'collections' );