Set of Non-Regular languages is Closed under Complementation operation, But Not closed under Union or Intersection Operation.
1. Union Operation : Set of Non-Regular languages is NOT Closed under Union Operation.
For counter example, Consider $L = \left \{ a^nb^n | n \geq 1 \right \}$ and $\overline{L}$...Both are Non-regular languages. But $L \cup \overline{L}$ = $\Sigma^*$ which is Regular language.
2. Intersection Operation : Set of Non-Regular languages is NOT Closed under Intersection Operation.
For counter example, Consider $L = \left \{ a^nb^n | n \geq 1 \right \}$ and $\overline{L}$...Both are Non-regular languages. But $L \cap \overline{L}$ = $\phi$ which is Regular language.
3. Complementation Operation : Set of Non-Regular languages is Closed under Complementation Operation.
Complement of a Non-regular language is always a Non-regular language.
We can prove it by Contradiction. Let $L$ be a Non-regular language, and let $\overline{L}$ be Regular. Then, Since $\overline{L}$ is Regular, so, $\overline{\overline{L}} $ = $L$ will be Regular. Which Contradicts our assumption that $\overline{L} $ is non-regular.
We can say that $L$ is Regular if and only if $\overline{L} $ is Regular.