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Yes. This is pretty obvious if you remember that, like the card says, sacrificing the goblin is an additional cost. It's like paying mana for a spell - and you don't get mana back if someone counters one of your spells.
If you want to read the comp rules, casting spells is section 601.1. Paying the cost for a spell is 601.2g; the spell becomes cast after that in 601.2h. At that point, it's on the stack and your opponent has a chance to counter it. When they do, the costs are already paid (your goblin is dead and your mana is spent).
Yes. You pay costs to take actions. This includes Mana Costs listed right of the Card Name, and any additional costs within the cards Rules Text. Nothing in the Basic Rules allows you to get back costs that you paid to cast a spell. Remember, your opponent is paying a cost to counter your spell (usually a mana cost, and the instant counter spell that will leave their hand and go to their graveyard). It wouldn't be fair for them to have to pay to counter your spell, if you just got your resources back. From the Basic Rulebook: