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You could use tail like this:
for i in *.txt
do
tail -1 "$i"
done

Your script can be adjusted like this
BEGIN {
print "Starting script...";
}
last_file != FILENAME && NR!=FNR {
...

awk 'FNR==2{print $0 > "new"FILENAME}' file[123].txt

awk 'FNR==1 && NR==1{printf FILENAME" "}FNR==1 && NR!=1{printf "\n"FILENAME" "}$1~"UWI" || $1~"LSR"{for (i=3;i<=NF;i++)printf $i" "}END{printf "\n"}' *.txt

Try:awk 'FNR==1 && NR==1{printf FILENAME" "}FNR==1 && NR!=1{printf "\n"FILENAME" "}$1~"UWI" || $1~"LSR"{printf $3" "}END{printf "\n"}' *.txt