Yeah this probably counts as his last known scream. There might've been one or two screams in KTF somewhere along the line after 2005 but I can't think of one specifically right now.

Regarding Damned, there is a stunning version from 2003 where Jon actually belts out every chorus, something I haven't heard on any other performance of that song:

There is also a great rendition from (I think) Fukuoka 2000 where Jon screams after "the more that I resist you my temptation turns to fate...". Always loved that part, but can't seem to find it on YT right now.