Loop to display custom post type from a custom Taxonomy

You shouldn’t need to use a custom query for this. Just link to the term’s existing archive page which will automatically list all posts in that term. You can do this using get_term_link(). For example, this displays the URLs for each term in the taxonomy:

$terms = get_terms( [ 'taxonomy' => 'conseil' ] );

foreach ( $terms as $term ) {
    echo esc_url( get_term_link( $term ) );
}