$\newcommand{\N}{\mathbf{N}}$Define, say, $Q=\{2^{2^n}:n\ge 4\}$.
Let $f$ be the permutation of $\N$ exchanging $Q$ and its complement, and increasing on both. I claim that $f$ maps no finite arithmetic progression $A$ of length $\ge 3$ to another one.
Suppose by contradiction that $A$ and $f(A)$ are both finite arithmetic progressions, $|A|\ge 3$. Write $m=\max(A)$ and $k$ the step of $A$, and $c\ge 3$ the cardinal of $A$. Write $A=\{n_1,\dots,n_c\}$, $n_{i+1}-n_i=k$, $n_c=m$. Write $J=\{i:n_i\in Q\}$.
We use that $f(n)\ge 2^n$ for $n\notin Q$ and $f(n)\le \log(n)$ for $n\in Q$.
Start with $c=3$. Since $Q$ contains no arithmetic progression of size 3, $A$ contains exactly 1 or 2 elements of $Q$. If $J\in\{\{1,2\},\{1,3\}\}$ elements, two elements of $Q$ map into $[0,\log(m)]$ and the third one maps beyond $2^{m/2}$, so the image doesn't form an arithmetic progression. If $J=\{2,3\}$ we have a contradiction because $n_2,n_3\in Q$ forces $c_1<0$ for an arithmetic progression $n_1<n_2<n_3$. Finally if $|J|=1$ just apply the case $|J|=2$ to $f^{-1}$.
Now suppose $c\ge 4$. Define $A'=A\cap [m/4,m]$; then $A'$ is an arithmetic progression of length $\ge 3$. Elements of $A'-Q$ map to elements $\ge 2^{m/4}$. Elements of $A\cap Q$ map to elements $\le\log(m)$. Let $k'$ be the step of $f(A)$.
If $|A\cap Q|\ge 2$, then $f(A)$ contains two elements of $[0,\log(m)]$ and hence $k'\le\log(m)$. If in addition $A'-Q$ is nonempty, then $f(A)$ contains an element $\ge 2^{m/4}$ and hence $f(A)$ contains at least $2^{m/4}/\log(m)$ elements. Since $A$ meets $Q$, $m\ge 256$ and hence $2^{m/4}/\log(m)>m\ge c=|f(A)|$, a contradiction.
So one of the following holds (a) $|A\cap Q|\le 1$ or (b) $A'\subset Q$. If $f$ satisfies (b), then strictly more than half of elements of $A$ are in $Q$. Hence replacing $f$ with $f^{-1}$ and $A$ with $f(A)$, we can suppose that strictly less than half of elements of $A$ are in $Q$, and hence (a) holds. Then $f(A)$ is an arithmetic progression of size $\ge 4$ with all elements in $Q$ except possibly one. But this does not exist.