How can I see my last connected location on the phone for garmin forerunner 965 for not connected to the phone.

The function "Find My Phone" works only when the phone is within the Bluetooth reach (typically around 10m). So it may help if you forgot where you left it in the room, or in the house, but not if you lost it far away, or when it was stolen. For finding an Android phone in such cases, use rather the built-in find function at https://www.google.com/android/find/