SQL NOT IN posiblemente problemas de rendimiento

Tiene una concatenación de columnas que evita el uso de índices

Pruebe NOT EXISTS, que admitirá las 2 columnas por separado

SELECT distinct
     o.casino_id, g.game_id
FROM 
    game g 
    INNER JOIN 
    Bet b ON g.game_id = b.game_id
    INNER JOIN
    CasinoUser u ON b.user_id = u.user_id
    INNER JOIN
    onewalletcasino o  ON u.casino_id = o.casino_id
WHERE 
    game_start between dateadd(mi, -180, getdate()) 
                       and dateadd(mi, -5, getdate())  
    and
    b.[status] <> 'P'
    AND
    NOT EXISTS (SELECT *
           FROM 
              thirdpartysettlecalled   tp
           WHERE 
              tp.[status] = 'Y'
              AND
              tp.casino_id = o.casino_id AND tp.game_id = g.game_id)
ORDER BY
    casino_id 

Después de eso, revisa tus índices o curso...

Este es un buen uso de EXCEPTO también (ORDER BY va al final como UNION:gracias a @Damien_The_Unbeliever)

SELECT distinct
     o.casino_id, g.game_id
FROM 
    game g 
    INNER JOIN 
    Bet b ON g.game_id = b.game_id
    INNER JOIN
    CasinoUser u ON b.user_id = u.user_id
    INNER JOIN
    onewalletcasino o  ON u.casino_id = o.casino_id
WHERE 
    game_start between dateadd(mi, -180, getdate()) 
                       and dateadd(mi, -5, getdate())  
    and
    b.[status] <> 'P'

EXCEPT
SELECT tp.casino_id, tp.game_id
FROM thirdpartysettlecalled   tp
WHERE tp.[status] = 'Y'

ORDER BY
    casino_id