Originally Posted by Russman
But what if you last save game is pushing the button before end cutscene? What should I do?
Push the button. When the game ends, you'll be given the option to go back to the wasteland to collect any collectibles you may have missed or any missions you may not've completed.
However, if you're planning on getting all of the DLC achievements, you might as well start a new playthrough on Ultra Nightmare difficulty and just rush through the main quests. I advise that you do the new missions too as you'll be given the powerful Nailgun that will make missions a lot easier.