Creo que te faltaban los paréntesis.
Código sql:
Ver originalSELECT *
FROM cliente c
INNER JOIN albaran a ON c.codigo_cliente = a.codigo_cliente AND c.tienda = a.tienda
WHERE NOT EXISTS (
SELECT *
FROM albaran a2
INNER JOIN lineaAlbaran l ON a2.tienda = l.tienda
WHERE a2.tienda = a.tienda AND YEAR(a2.DATA) BETWEEN 2006 AND 2009 AND l.tipoproducto <> 2)
AND YEAR(a.DATA) BETWEEN 2005 AND 2009