Components needed to upgrade your shields and weapons are gained in new game plus. Defeating as many Last Ones now actually helps you. You're good, dude.
I beat the final boss in the first playthrough doing all of the main quests, side quests (minus two that are in the Dead Dunes), and most of the Canvas of Prayers stuff ('bout 60 out of the 80 or so available). On Day 9, you'll get something that links the cities together and makes Soul Seeds easier to farm for, if you care about that. You have plenty of time of just standing around or sleeping in the inns, or maybe looking for any treasure you may have missed or any outfits, adornments, weapons, or garbs you haven't bought yet. Just a lot of checking around for anything you missed when you just want the end to come already. You are all set, buddy.
There may be an additional ending or so that only comes with a new game plus, but don't worry about that (I honestly don't know at the moment), but that can't be helped. You're ready to save the world and all'a dat.