Are these sentences OK?
I knew this wasn't what you wanted. (in the past)
I know that's not what you would want. (now and in the future)
This is my last time speaking on this matter.
This is my last time speaking about this situation.
Anyone who tells you they've done this before is lying.
You're so confident for someone who's never done this before.

Question

Are these sentences OK?
I knew this wasn't what you wanted.  (in the past)
   I know that's not what you would want. (now and in the future)
   This is my last time speaking on this matter.
   This is my last time speaking about this situation.
   Anyone who tells you they've done this before is lying. 
   You're so confident for someone who's never done this before.

Answer

This is my last time I will speak about this matter.

This is the last time I will be speaking about this situation or matter.

But everything else is fine. I’m a native English speaker from Southern California.

Answer

I would say that they are all grammatically correct, but I would say something more like this : "This is the last time I will speak about this matter. This is the last time I will be speaking about this situation or matter." The other sentences sound good. I am a native English speaker from the Midwest of the US.

Answer

They are correct.