if I use not so fast on the ability of ziggs explosive does he take the buff?

Radiance rules aren't published yet. This uses the printed card and current rules only, and it isn't a ruling on the new mechanics.

I only find Ziggs, Short-Fused (Fury, 5[M], Deploy) — there's no "Ziggs, Explosive" in the gallery — and nothing on him gets countered: Not So Fast reads "Counter an enemy spell or ability that chooses a friendly unit or gear." Ziggs's "When you play me, play a Bomb gear token to a battlefield" doesn't choose anything. Playing a token to a battlefield is a game action with a location restriction, not a target, for the same reason "play a unit from your hand to a battlefield" doesn't target a battlefield (Rule 355.10.b). So Not So Fast has no legal target there and can't be played on it.

There's also no Buff involved. Ziggs's other line, "Abilities of friendly gear deal 1 Bonus Damage," is a passive ability, not a Buff counter, so it isn't something a counter would strip off him either way. Even if some ability did choose your gear and got countered, the counter takes the entire ability (FAQ #10330) — nothing on it resolves, so no bonus would be handed out.

If you were thinking of Hexplosives Expert's activated ability ("[1][A], [T]: Play a Bomb gear token to a battlefield"), same result — no target, Not So Fast can't counter it.

This is my interpretation based on Rule 355.10.b and the Not So Fast card text. No official FAQ exists for this specific interaction.