Question: is azor ahai the last hero?
Answer: The last hero aka Azor Ahai defeats the Others (and a “Night King” if there was one) and pushes all the remaining white walkers (including Nissa Nissa) to the land of always winter. Hence, Azor Ahai is himself the last hero. He is called Azor Ahai in the Essos and the Last Hero in the Westeros.