I was worried about page navigation problems however it looks defect-free so far. Here is the structure:
$my_query = new WP_Query( array('category__not_in' => array( 3, 4, 44 ) , 'paged' => get_query_var('paged')))
while ($my_query->have_posts()) {
$my_query->the_post();
...
...
}
wp_pagenavi(array('query' => $my_query));
wp_reset_postdata(); // avoid errors further down the page
Thanks.