Add first and last CSS class only to TOP LEVEL navigation menu items by using filters. CSS class will be added automatically without the need for tinkering with WordPress admin.

menu-css-class-top-level.php

<?php
//Add extra css classes to menu items
function mytheme_nav_menu_css_class( $classes = array(), $item, $args ) {
    $location_name = 'header';
    static $top_level_count = 0; //Top level menu items counter

    if($args->theme_location== $location_name){//Limit to this menu location only
        
        if($item->menu_item_parent==0 and $top_level_count!==null){ //Count top level menu items
            $top_level_count++; //Increment
        }
        
        if ( ( $locations = get_nav_menu_locations() ) && isset( $locations[ $location_name ] ) ) {
            $main_nav = wp_get_nav_menu_object( $locations[ $location_name ] );

            if ($item->menu_order == 1) {
                $classes[] = 'first'; //First menu item
            }
            if($top_level_count==count_top_level_menu_items($main_nav->term_id)){
                $classes[] = 'last'; //Last top level menu item
                $top_level_count = null; //Disable our counter, no need for it
            }
        }
    }
    return $classes;
}
add_filter( 'nav_menu_css_class', 'mytheme_nav_menu_css_class', 10, 3 );

//Function to count the total number of top level menus. Useful for menus with sub menus
function count_top_level_menu_items($menu_id){
    $count = 0;
    $menu_items = wp_get_nav_menu_items($menu_id);
    foreach($menu_items as $menu_item){
        if($menu_item->menu_item_parent==0){
            $count++;
        }
    }
    return $count;
}