TSQL(sqlserver 2016), 113 bytes

Golfed:

DECLARE @ VARCHAR(99) = 'Blinky,Inky,Pinky,Clyde'

SELECT*FROM STRING_SPLIT('Blinky,Inky,Pinky,Clyde',',')EXCEPT SELECT*FROM STRING_SPLIT(@,',')WHERE @ NOT LIKE'%n'

Ungolfed:

DECLARE @ VARCHAR(99) = 'Blinky,Inky,Pinky,Clyde'

SELECT * FROM STRING_SPLIT('Blinky,Inky,Pinky,Clyde',',')
EXCEPT
SELECT * FROM STRING_SPLIT(@,',')
WHERE @ NOT LIKE '%n'

Fiddle