Filter a collection by NOT FIND_IN_SET

I guess you have to create a Zend_Db_Expr for it.
There is no support for NOT FIND_IN_SET.
You can see all supported conditions in Varien_Db_Adapter_Pdo_Mysql::prepareSqlCondition.

    $conditionKeyMap = array(
        'eq'            => "{{fieldName}} = ?",
        'neq'           => "{{fieldName}} != ?",
        'like'          => "{{fieldName}} LIKE ?",
        'nlike'         => "{{fieldName}} NOT LIKE ?",
        'in'            => "{{fieldName}} IN(?)",
        'nin'           => "{{fieldName}} NOT IN(?)",
        'is'            => "{{fieldName}} IS ?",
        'notnull'       => "{{fieldName}} IS NOT NULL",
        'null'          => "{{fieldName}} IS NULL",
        'gt'            => "{{fieldName}} > ?",
        'lt'            => "{{fieldName}} < ?",
        'gteq'          => "{{fieldName}} >= ?",
        'lteq'          => "{{fieldName}} <= ?",
        'finset'        => "FIND_IN_SET(?, {{fieldName}})",
        'regexp'        => "{{fieldName}} REGEXP ?",
        'from'          => "{{fieldName}} >= ?",
        'to'            => "{{fieldName}} <= ?",
        'seq'           => null,
        'sneq'          => null
    );

As you can see, there is nothing similar to what you need.