How to exclude the last post from a category(featured for example) from the main loop?

If you store your last post ID in a variable from the first loop you can use post__not_in in the second loop to exclude the Id.

Example adapted from Wordpres Class Reference/WP Query

$query = new WP_Query(
    array(
        'post_type' => 'post',
        'post__not_in' => array( $excluded_post_id )
    )
);

You can exclude any number of posts by padding their ID’s in post__not_in. Just make sure you get the ID for the post you want to exclude in it’s loop or you’ll likely end up trying to exclude the current page.