It is well known that the negation of "for all x, P(x)" is "not exists an x such that not P(x)".
Same on the other side, the negation of "there exists an x such that P(x)" is "not for all / any x, not P(x)".
Is there proof of these concepts or are they taken as given axioms or self-evident concepts?
Simple answer is that those concepts are taken as "axioms". Those are fundamentals of logic and its existence.
If not all people wear blue shirts, then there must be people who don't wear blue shirts.
If there are no people who ride dinosaurs, then that means that everyone doesn't ride a dinosaur.