Learn Swedish: Det sista tåget går klockan tolv. - The last train leaves at twelve.

In Swedish, public transport on a scheduled route "goes" (går). If you use lämnar, you have to state exactly what it is leaving (like lämnar stationen). You also wouldn't use åker here, because that describes what the passengers do, not the train itself.

Why is it Det sista tåget with two forms of "the"?

This is the Swedish "double definite" structure. Because there is an adjective (sista) describing a definite noun, you need both the separate front article (det) and the definite suffix on the noun itself (-et).

Why is there no word for "at" before klockan tolv?

When giving a specific time on the clock, Swedish simply skips the preposition. You just say klockan followed by the number, whereas English requires you to say "at".

Since tåg is an ett word, why does the adjective end in -a (sista) instead of just sist?

Because the phrase is definite, the adjective must take the definite form, which almost always ends in -a. Additionally, sista is a superlative (meaning "most late" or "last") and inherently keeps this -a ending when used in front of a noun.