Question: Are (NOT) IN/ EXISTS statements followed by a subquery supported in DESelect?
Answer: Yes, using a filtering option you can easily drag-and-drop fields that you would like to filter on using the In Results / Not In Results criteria. When using this filter you can check if a value occurs or doesn't occur in another data extension. You can compare with all records in another data extension or apply filters to this data extension, eg. compare with only the records from the last 30 days in a data extension.
Example: you would like to select certain Accounts that don't have any Orders in the last 30 days.
You can see how that scenario can be enabled using DESelect here.