这句话无论填told 还是having been told 都是个病句,因为并列连词 but 前后应该均为完整的句子.这句话可改成：
1、Having been told many times,he still could not understand it.
2、He was told many times ,but （he）still could not understand it.
3、Although（ he was） told many times,he still could not understand it.
having been told,作状语表示被动,强调非谓语动词所表示的动作发生在句子谓语之前,told只表示被动,而不表示发生先后