As a parent I’ve followed my son in many games of senior this season.
One thing I noticed was how many batters get out on the last ball of the over and how many bowlers get hit for four on the last ball of the over.
I’d like to ask what players do or how a coach can help a player to make sure batters or bowlers don’t make mistakes on the last ball of the over

The easy answer could be... 'play one ball at a time'... no matter the time or situation in the over or game. Way easier said than done.

Primarily because cricketers tend to not train to remain in the moment no matter the external circumstances. They tend to, if they do... develop a routine. However, fail to develop mental strategies when the routine gets influenced. Hence the above statement is easier said than done.

Adding onto the above... and perhaps more specific to your question, both batters and bowlers can develop their approach leading into and out of overs. This is also true for drinks breaks, many wickets fall just before or after.

Again, not a lot of cricketers will actually go to practice saying... lets's work on how I get through overs. What if the over went well? What if it didn't?

Let's look at a scenario or two... for batters and bowlers. And these things are so difficult to type, so hope it makes sense.

Let's imagine an over... it goes well for the bowler.
I can imagine that at some point the batter will say to himself... hang on 'I gotta get a move on in this over', this could be the thing or thought that takes them away from their process, ending up with them playing out of character... and getting out.

In the same way, the bowler might go... I have done ok, here... however I need a wicket. They might think to try something different, and in most cases, they do not adjust their field... resulting in runs.

So in summary, most of the time it's situations that change thinking, that lead to errors.

I would say you need to a) create awareness; b) practice; e) execute

What Jody said above is all about execution, but if players lack awareness, they will always get try something new to rattle the opponent and without practicing that you cannot execute it even if you have awareness.

so, in this era, you need to quantify things. If possible, count how many times a certain event happened. What's the consequence, did it lead to a collapse of batting team? did it release pressure that bowling team had built up?

During the next practice session, spend some time discussing these points, come up with a plan to practice those scenarios and then execute that in the next games.