$current_user = wp_get_current_user();

$current_user_posts = get_posts(array(
  'author' =>  $current_user->ID,
  'posts_per_page' => -1
);

$current_user_terms = array();
foreach ($current_user_posts as $user_post) {
    $user_terms = wp_get_post_terms($user_post->ID, 'custom_tax', array("fields" => "ids"));
    foreach ($user_terms as $user_term ) {
        if (!in_array($user_term->term_id, $current_user_terms))
            $current_user_terms[] = $user_term->term_id;
    }
}

$your_query = new WP_Query( array(
    'tax_query' => array(
        array(
            'taxonomy' => 'custom_tax',
            'field'    => 'term_id',
            'terms'    => $current_user_terms,
        ),
));
if ( $the_query->have_posts() ) { ..