I agree that "I have never been" is the best option, but "I never have been" isn't incorrect and I personally think both are pretty natural. You could also say "Never have I been", but that sounds old fashioned.

have never been As well as "never", "all" also comes after "have/has" and before "done/been". e.g. We have all gone to the UK.

"I have never been" is correct. If you have a two-part piece of grammar, there's a good chance that you can tuck something in between.

"I have never been" is better. Keep writing keep asking and keep liking Italki :-)

I have never been