Problem with wp_list_category with custom taxomy

There’s a few things wrong with your code here.

1. Your call to the function has the parameters mixed up. $args are passed first to the function but in your function definition they are expected to be passed second.
2. The typo that you’ve fixed of $argo to $args
3. In your functions foreach loop you’re generating a lot of things that you just aren’t using.

Here I’ve simplified your code to only take 1 taxonomy instead of multiple taxonomies. It calls wp_parse_args() so you can pass nothing to the $args parameter or anything you want to override the default array. The foreach loop you only need the slug and title as far as I can tell. Finally we wrap the loop with a conditional check just to make sure we have terms to loop through:

function get_terms_dropdown_tm( $taxonomy, $args = array() ) {

    $args = wp_parse_args( $args, array(
        'orderby'    => 'name',
        'show_count' => 1,
        'order'      => 'DESC',
        'hide_empty' => 1
    ) );
    $myterms    = get_terms( $taxonomy, $args );
    $output     = sprintf( '<select name="%1$s">', esc_attr( sanitize_text_field( $taxonomy ) ) );
    $output    .= "<option value="#">Seleziona la marca</option>";

    if( ! is_wp_error( $myterms ) ) {

        foreach( $myterms as $term ) {
            $output .= sprintf( '<option value="%1$s">%2$s</option>', $term->slug, $term->name );
        }

    }

    $output .= "</select>";

    return $output;
}

The call:

$taxonomy   = 'tassonomia_marca';
$select     = get_terms_dropdown_tm( $taxonomy );
$select     = preg_replace( "#<select([^>]*)>#", "<select$1 onchange="return this.form.submit()">", $select );
echo $select;