Warning Spoilers. The last mission in the main story mode, the one where John Marston dies, is called "The Last Enemy That Shall Be Destroyed". If you're talking about the one you complete as Jack Marston, that one is called "Remember My Family".
remember my family
If you are meaning when you get shot by the Army, then yes, its part of the mission. Its the last mission also. You then play as Jack.
Officially, if you beat the last mission, there is 1 more mission chain to complete as Jack.
Your not suppose to its the storyline you are aloud to kill three or four of there men then it automatically kills you.
Complete the mission previous to that mission.
by a train from the army its a mission
An Appointed Time
You can only do this on the burning of the stables mission
No. You'll get them during a mission. Later you can get them out of your satchel.
You can not swim in Red Dead Redemption because the game designers did not want you to be able to swim to Mexico before you reached the appropriate mission.
There are several co-op missions.
you fail the stranger mission if you threated or kill them
Yes, there is a mission in which you do this.