как то так ?
company = Company.objects.filter(companynames__features__region=check, status__isnull=True).distinct("name").annotate(
count=Count('companynames_set__features__set')
Cannot resolve keyword 'company_names_set' into field. Choices are: address, companynames, data, id, image, name, offer, opf, parsecheck, reg_num, slug, status, view