Hi Hoa Thai
To me, your examples are not comparable, and I'm also not sure what you're getting at.
In your first sentence, the use of the article 'the' makes a huge difference in the meaning.
| recently: Do you remember the last evening / night we were with John? |
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You could just as easily say "Do you remember the last morning/afternoon we were with John?"
Saying 'the last (time)' doesn't mean recently; it refers to the
final time out of all of the past times. 'The last morning/afternoon/evening/night' could have been a decade ago.
| the only one left: Let's make this our last evening / night to remember? |
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This sentence is quite awkward. However, even in this sentence, the sense of 'our last' would be '(our)
final'. Once again, it would also be possible to talk about 'our final morning or afternoon'.