Example of how to add a 'LAST_PAYMENT_PAYMENT_TIMESTAMP_*' shortcode to the EE Messages system. This will parse to the full timestamp of the last payment made on a transaction, however you can pass a format attribute to set your own, e.g "LAST_PAYMENT_PAYMENT_TIMESTAMP_* format='d/m/Y']"

register_new_last_payment_timestamp_shortcode.php

<?php

add_filter( 
    'FHEE__EE_Shortcodes__shortcodes', 
    'register_new_last_payment_timestamp_shortcode', 
    10, 
    2 
);

function register_new_last_payment_timestamp_shortcode( 
    $shortcodes, 
    EE_Shortcodes $lib 
) {
    if ( $lib instanceof EE_Transaction_Shortcodes ) {
        $shortcodes['[LAST_PAYMENT_PAYMENT_TIMESTAMP_*]'] = _('This will parse to either the full timestamp using your sites date and time format, or if you add a format attribute you can set a specific format to use');
    }
    return $shortcodes;
}

add_filter( 
    'FHEE__EE_Shortcodes__parser_after', 
    'register_new_last_payment_timestamp_shortcode_parser', 
    10, 
    5 
);

function register_new_last_payment_timestamp_shortcode_parser( 
    $parsed, 
    $shortcode, 
    $data, 
    $extra_data, 
    EE_Shortcodes $lib 
) {
    if ( strpos($shortcode, '[LAST_PAYMENT_PAYMENT_TIMESTAMP_*') !== false ) {
        if ( $lib instanceof EE_Transaction_Shortcodes ) {
            // Find the transaction object.
            $transaction = $data->txn instanceof EE_Transaction ? $data->txn : null;
            $transaction = ! $transaction instanceof EE_Transaction
                && is_array($extra_data)
                && isset($extra_data['data'])
                && $extra_data['data'] instanceof EE_Messages_Addressee
                    ? $extra_data['data']->txn
                    : $transaction;

            // Sanity check to make sure we have a transaction object.
            if( $transaction instanceof EE_Transaction ) {
                $last_payment = $transaction->last_payment();
                
                if ( $last_payment instanceof EE_Payment ) {
                    if (! function_exists('shortcode_parse_atts')) {
                        require_once(ABSPATH . WPINC . '/shortcodes.php');
                    }

                    // let's get any attributes that may be present and set the defaults.
                    $shortcode_to_parse = str_replace('[', '', str_replace(']', '', $shortcode));
                    $attrs = shortcode_parse_atts($shortcode_to_parse);
                    // If we have a format set on the shortcode, use it
                    if(! empty( $attrs['format'] ) ) {
                        return date_i18n(
                            $attrs['format'], 
                            strtotime($last_payment->timestamp())
                        );
                    }
                    //Otherwise just return the timestamp as is.
                    return $last_payment->timestamp();
                }
            }
        }
    }
    return $parsed;
}