The standard NOT BETWEEN comparison predicate is supported. It generates SQL of the form or expression NOT BETWEEN expression AND expression. The Not Between predicate is the logical opposite of the BETWEEN predicate. It tests that the first expression is less than the second expression, or greater than the third expression. When dragging a Not Between operator into a variable, the following tree element is created.
Variable Creation > Input > Variables: SQL Elements pane - Logical > Not Between

Columns and/or other expressions can be moved into the (empty) branches of the tree, the first argument being the expression to the left of the BETWEEN, the second to the right, and the third to the right of the AND.
There are no special properties for the Not Between operator.