O'Brien tells Winston that he is the last man, but then he also claims that the party will never stop fighting people like him, as they keep...

This is a thought-provoking question. Orwell was ill with the tuberculosis that killed him (and which is reflected in the broken body of Winston) while writing this final novel, so he could have become sloppy. However, in this case, I strongly believe he meant for O'Brien to say what he did, because it is completely consistent with the portrait of totalitarianism Orwell was painting.

As Orwell emphasizes throughout the novel, Oceania needs an endless run of "enemies" to survive. Orwell based this on a real-life example, Stalinist Russia, with its constant surveillance, imprisonment and trumped-up show trials of enemies of the state. In Oceania, Party members are kept whipped up into a constant state of frenzy against Goldstein, traitors and enemies within. The Two-Minute Hate is often directed against a new group of such traitors. Even the loyal and idiotic Parsons gets caught in this dragnet when his children denounce him, showing that the state does not much care where it finds its "enemies."

We also know that O'Brien is a liar, and as such, a mirror of the state. He can change his idea of the truth at any moment and is capable of doublethink and doublespeak. He knows how to manipulate Winston and does a good job of it. It is completely reasonable, given the logic of the novel, that O'Brien could at the same time call Winston the last man and know that more people like him necessarily will keep arriving to fill Room 101.