Recently I have encountered 'Having not p.p.', which puts not between having and p.p.
In fact, I was taught to put not before having p.p. And BBC Learning English confirms it. Which is the definite grammar rule?
Negative participle clauses are also possible, in which case not normally comes before the -ing form or past participle:
Not having had a shower for two days, I was desperate to get to the bathroom.