I’m guessing the final dungeon is the one that says dungeon at the entrance? Or is it something else?
You know that tunnel entrance near the beach? That is guarded by that... Panda... Shark? Anyway, the entrance to the final dungeon is past that. Be careful, the antibodies in that dungeon are really strong and I think they have the move sacrifice. Where if they hit you, they instantly kill you.
And I don't know if it's because I was not leveled up enough. But if you die to them. It takes you back to the main menu.
So, any items that you've collected throughout the dungeon are lost. Because you're taken back to your previous save, and I don't think there's any save areas in there.