No, the district convention didn't claim to be "the last warning." Yes, it was full of doomsday, end-of-the-world talks, but there was no announcement that this is a "final" or "last" warning. Rather, they just said that it was "imminent" over and over again.
Nonetheless, I'm not surprised if some Witnesses came away with that impression. This year's DC was heavy on the end of the world rhetoric.
There may have been a few statements about the JW teaching that at the very end of the last days the JW message will turn "harder"--like hailstones. In other words, the JWs teach that their message will change from one of salvation to one of judgment. Similarly they also teach that one day soon the figurative "door of the ark" will close, and nobody else will be allowed to join. They've been saying this at least since the 1970s and...of course...this has not happened.
Personally, I doubt that the Witnesses will ever change to the "hailstone" message. It's bad for business. Rather, just like The End, it will always be "right around the corner."