hi Kai,
your observation is very valid one as to who is really last prophet?
we believe jesus pbuh was muslim in his first coming and he will be muslim again in second coming. but the difference will be that he will not bring any new gospel and will follow the last revalation "the quran and the last messenger mohammad pbuh.
he will testify to christians that he did not claim divinity and clear himself of such allegations and will be servant of god as he has been before.
peace and love