How does one translate [...] the sentence in bold?
Let me add "I wouldn't have advised you to be there" to Marvin's suggestions.
How does one [...] analyse the sentence in bold?
It seems to me that grammatically, the sentence behaves like the Futur 2 tense. One can grammatically simplify the sentence to "Ich will geraten haben" (I want to have advised), whereas in Futur 2, it would be "Ich werde geraten haben" (I will have advised).
In meaning, the two differ significantly: The latter means that there will be a point in time in the future where something had happened before. The former means that I want for something to have happened before now.
Could someone give examples of other phrases with wollen + Perfekt?
The concept can theoretically be generalized to all verbs: "Ich will gegessen haben" (I want to have eaten), "Ich will gefahren sein" (I want to have driven), but I should note that even though these examples are grammatically correct, they would probably never be used. Instead, one would probably say "Ich hätte essen sollen" (I should have eaten) and "Ich hätte fahren sollen" (I should have driven). My guess is that only one specific saying using this form, namely "Das will ich euch auch nicht geraten haben" has survived to this day.