When the last Bitcoin block is mined, how would transactions continue? If transactions are stored in Bitcoin blocks through Merkle trees, when the last Bitcoin block is mined, how would there be future Bitcoin transactions? Where would those transactions be stored on?
A misunderstanding. I do not know what leads you to believe that there will be a last block.

It is true that block rewards have a halving period and will eventually, in many years, reach zero, but, the transaction fees are also paid to the miner so mining will continue.