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This is not a question about the meaning (self-explanatory) of the expression, but on its origin. In particular, about who, where, and when.
There seems to be nothing about this around. The New Testament does not mention these words. Wikipedia offers no work on its origin, and I find no online answer for this.
Doing a quick search of Patrology, I found the expression ultimam coenam in St Augustine of Hippo's tractatus 109 on Jn 17:20:
Dominus Iesus iam sua propinquante passione, cum orasset pro discipulis suis, quos et Apostolos nominavit, cum quibus coenaverat ultimam coenam...
The Lord Jesus, his Passion already approaching, after having prayed for his disciples, whom he had named Apostles, and with whom he ate the Last Supper...
So the term dates at latest to the beginning of the fifth Century, which is when St Augustine refers to it. He does use it offhandedly, though, which suggests the term was already in current use by then.
"Last supper" does refer to Christ's last supper where John and Luke call the same Passover event a supper (John 13:2, Luke 22:20).
"Last supper" appears c420 CE with Augustine of Hippo in Tractates on the Gospel according to St. John at CIX. This seems to be the first occurrence.
- The Lord Jesus, in the now close proximity of His passion, after praying for His disciples, whom He also named apostles, with whom He had partaken of that last supper from which His betrayer had taken his departure on being revealed by the sop of bread, and with whom, after the latter’s departure, and before beginning His prayer in their behalf, He had already spoken at length, conjoined all others also who were yet to believe on Him, and said to the Father, ... " - Tractate CIX. Chapter XVII. 20.
