distinct values from multiple fields in array
Nevermind, just found the answer, just need to add 2 unwind stages

[{
    $unwind: {
        path: '$exchange.export'
    }
}, {
    $unwind: {
        path: '$exchange.import'
    }
}, {
    $group: {
        _id: null,
        countries: {$addToSet: '$country'},
        export: {$addToSet: '$exchange.export.resource'},
        import: {$addToSet: '$exchange.import.resource'}
    }
}]