Sets of negative keywords are now supported in the API:

• The new NegativeKeywordSharedSets service allows you to manage sets of negative keywords.
• Methods of the AdGroups service now have the NegativeKeywordSharedSetIds parameter where you can specify up to three IDs of sets. The AdGroups.get method allows you to filter ad groups that use specific sets of negative keywords.

If you have any questions, feel free to ask the experts of the Yandex.Direct support team.