If you have replaced the GFCI device and you still have this problem then you have to assume the GFCI is doing its job. A Ground Fault Circuit Interupter will open the circuit if there is a ground fault, even a tiny current leakage.
You say it is the last outlet in the circuit that has the problem, and only when some device is plugged in and turned on, right? So, you have a wiring fault or a short to ground in the wire between the last outlet and the next to last outlet. Most likely it is the neutral wire (white) that is damaged. I have had this problem before. If this is a fairly new rig these problems can show up in a year or two, but are actually manufacturing defects. In my case, a screw had been run right thru a wire going to the refrigerator power. It took a while to find it. Could be easier to run a whole new wire. A good electrician will find this quickly,. Good luck, Jim
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