- You may be looking for the TV story of the same name.
In several of their incarnations, the Doctor considered themselves to be "the Last of the Time Lords". (TV: Gridlock)
After discovering that the Master had survived the Last Great Time War, the Doctor rejoiced in the knowledge that he "might not be the last one", despite the threat the other Time Lord presented; (TV: Utopia) even after the Eleventh Doctor teamed up with several of his past and future regenerations to preserve Gallifrey in a pocket universe, (TV: The Day of the Doctor) with the Time Lords managing to return to the universe, albeit hiding in fear at the end of the time continuum with nothing anywhere near their old power, (TV: Hell Bent) the Twelfth Doctor continued to hold himself and Missy to be the "Last of the Time Lords", introducing Missy to Bill Potts as "the other Last of the Time Lords". (TV: The Pilot)