Views, find content types with field NOT IN other content type
Well, maybe it is idiotic, but finally I understood the issue with the relationships and the "referenced vs referencing"

So, what I did was:

relationships : "Content referenCING Content from A_REFERENCE_IN_B"
Fields A (the fields you want)
Filter type = Type A
Filter NID (using the relationship) , is null.

Amazing, and super fast.

The important part is REFERENCING not referenced.

Thanks.