According to Google Ngram viewer, "in the last week of..." is much more common. This fits with my feeling as a native speaker, too: in or during for a range of time like a week, month, or season ("in the last week of August"); on for a specific day ("on August tenth"); at for a specific time ("at 4pm").
Either the the or the of would make a difference. Concerning the: For the whole of last year means all of the preceding calendar year, whereas for the whole of the last year means all of the preceding 365 (or 366, in this case) days.
For the whole the last year is ungrammatical, and for the whole last year sounds quite colloquial, though it's not incorrect. I can see the whole last year meaning either the last calendar year or the last 365/366 days, though I would say that it's more generally used to refer to the last 365/366 days.
Best Answer
Today is October 12th.
If you say "I have seen the movie six times in the last month", you have seen it six times since September 12th.
If you say "I have seen that movies six times last month" you saw it six times in September.
Also... you should not mix present perfect with a time phrase. "I have seen that movie six times last month" should be worded "I saw the movie six times last month". This is because present perfect has a connection with the present, but last month is past.