Can we collect data for pilot study from one country and then the final data from other country in social Science studies?

Depending on your research scope e.g. if the data supposed to be collected from a country "A" then it is better for both pilot study & final data collection to be conducted in country "A".  Reason being to avoid unnecessary questioning from article reviewer / thesis examiner that you might need to justify.  Moreover, this is to avoid issues like:

Above are just few examples in which they can cause the disparity or quality of data collected from respondents in two different countries.  If you have no option, try to target the respondents with similar cultural values, Social Economic Status (SES), language command, technological dexterity etc. from both countries.  Wishing you all the best.

Taking into consideration the fact that what may be applicable in one country may not be applicable in other countries. So its not acceptable to do so.

Good luck

Social science deals with the action, interaction and feedback based on their community and resources. Therefore piloting for a country or location will add value to the main questionnaire dealing with the same country or location. Testing in one country and collecting data from another country will not be acceptable for most of the social issues. May be for some issues, it may be possible, however the issue should be of global nature and intend to address global solution.

The only reason to do so is if you wish to compare one phenomenon in two different contexts. Due to different value systems, semantics in defining problems and solutions, management styles etc one should be very careful when mixing different cultures.

Why would you do so? Even within a country or region terms and phrases may be understood differently. Why didnot you do your pilot directly in country B as you will have difficulties to explain that the validity (meaning, understanding, reaction) of the answers to your questions in country B is the same as in country A. 

I am really grateful for all the valuable comments.it has cleared my thoughts.

I would say not. I would instead make a comparative analysis first.