Hi Hana,
1) This function and most tools of the Communications System Toolbox provide a baseband signal, not passband. The motivation behind baseband-signal processing is speed. It is much faster to work with a baseband signal than with a signal that is sampled at 2.4 GHz. Nevertheless, baseband signals do not prevent you from working with the 2.4 GHz band. For example, if you want to transmit or receive signals at 2.4 GHz, then you simply specify the center frequency at the radio block (or System object) and you pass a baseband signal to the transmitter. Then the radio transmitter will do the upconversion to 2.4 GHz for you.
2) Be aware that ZigBee and IEEE 802.15.4 use half-sine filtering. As of R2016b, the OQPSK modulator upsamples the signal by 2 and if filtering is used right after, then the result may not be the desired one. You may be better off if you jointly do modulation and filtering on your own in this order:
a. Split bits to odd (I) and even (Q)
b. Filter both I & Q streams for half-sine pulses
c. Delay the even-bit stream (Q) by half a simple and make a complex waveform I + j*Q
Tasos