No puede tener dos cláusulas WHERE en una declaración:
insert into RECEIVE(Aname , Permission)
select Aname , 'select'
from SEND
WHERE Aname = 'GREAME' <=== WHERE #1
where not exists <=== WHERE #2
(select * from RECEIVE where aname = 'GREAME' and Permission = 'select')
Debe cambiar la segunda parte a AND:
insert into RECEIVE(Aname , Permission)
select Aname , 'select'
from SEND
WHERE Aname = 'GREAME'
AND not exists
(select * from RECEIVE where aname = 'GREAME' and Permission = 'select')