Is saturation of olfactory cells able to create a feeling of another odour when it stops?
Yes, there is something like an "odor afterimage", at least in rodents. This is the paper:

http://www.pnas.org/content/110/35/E3340.abstract

But have in mind that this phenomenon is quite different from visual afterimages. First, it doesn't depend strictly on "adaptation", because adaptation is a property of the sensory organ, not of the brain. Second, besides all the qualia questions, it doesn't seems to create different olfactory sensations, or a "complementary odour" as you said. One of the reasons for this lack of "complementary odour" is that the complexity of olfactory receptors (simply put, the number of different receptors and their activity) is way higher than that of visual receptors, so, it's not a simply matter of receiving more impulses from the non-adapting receptors than from the adapting ones, as in vision.