With the time expression"ago" we don't say *"few days ago." We have to say "a few days ago."
"Not many days ago" sounds more recent than "a few days ago." "Not very many days ago" sounds even more recent: very little time has passed since the event in question.
In expressions other than "time ago," "few" without an article indicates the lowest number or amount of something; it is a negative idea:
At this point the situation is serious and you have few options