[KhJOHbTM]

I do.

Good so check out this hadeeth.

Sahi muslim 4.661: Narrated Abu Huraira: The Prophet said, “The Israelis used to be ruled and guided by prophets: Whenever a prophet died, another would take over his place. There will be no prophet after me, but there will be Caliphs who will increase in number.” The people asked, “O Allah’s Apostle! What do you order us (to do)?” He said, “Obey the one who will be given the pledge of allegiance first. Fulfil their (i.e. the Caliphs) rights, for Allah will ask them about (any shortcoming) in ruling those Allah has put under their guardianship.”

Comment: This narration proves that , There will be no prophet after prophet Muhammad(saw), (mentioning that he was final prophet itself was a proof that there wasn’t any divinely appointed ruler after him) but prophet(saw) didn’t stop there, he even clarified that there wasn’t any divinely appointed person after him(Saw), because Prophet(Saw) said “obey the one who will be given the pledge of allegiance first” , if at all there was any divinely appointed caliph he would have said “obey the divinely appointed caliph after me”. But he(saw) didn’t say so, which proves that there wasn’t any divinely appointed ruler after him. This narrations leaves no doubt in the mind of intelligent and unbiased people that there will not be any divinely appointed leader after Prophet Muhammad(saw).

I don't think he was the last prophet.
But this question led me to nowhere. I've tried to understand how Sunnis think, but it made no sense to me. If I would believe that Hazrat Isa as will come back one day and be a prophet just because he was a prophet before the Holy Prophet pbuh, it would still stay in contradicition to the Hadith, which you are going to mention maybe now... In the second coming, Isa(as) will be just an Ummati of Prophet(Saw), not a Prophet.