Neexistuje by měl dělat, co chcete:
select t.*
from t
where ends_at >= '2019-03-01' and ends_at < '2019-04-01' and
not exists (select 1
from t t2
where t2.user_id = t.user_id and
t2.starts_at >= t.ends_at and
t2.starts_at <= t.ends_at + interval '2 day'
);