Corrections. Coming last does not confer any special status to anyone. Khaatamun Nabiyyeen means "seal of Prophets". Islam is the best faith and Holy Prophet (saw) is the best, the most exalted and final "law bearing" messenger and prophet. Hazrat Mirza sahib is a "non law bearing" prophet who is prophecised as Promised Messiah and Imam Mahdi.
Sunan Abu Dawud Book 37, Number 4310:
Narrated Abu Huraira:
The Prophet (pbuh) said: There is no prophet between me and him, that is, Jesus (pbuh). He will descend (to the earth). When you see him, recognize him: a man of medium height, reddish fair, wearing two light yellow garments, looking as if drops were falling down from his head though it will not be wet. He will fight the people for the cause of Islam. He will break the cross, kill swine, and abolish jizya. Allah will perish all religions except Islam. He will destroy the Antichrist and will live on the earth for forty years and then he will die. The Muslims will pray over him.
Secondly, those who do not believe in Mirza Sahib's claims are not "non muslims". They chose to reject a messenger of Allah and a Khalifa of Holy Prophet (saw), hence their faith is not complete. That does not mean that they are not muslims. Belief in Quran and Holy Prophet (saw) makes a muslim. Belief in Promised Messiah (as) makes a complete muslim.
Why there's no mention of coming of the another messenger like Mirza Sahib in Quran? And also I've never heard of a "complete muslim" or an "incomplete" muslim, what do you mean when you use this term???