How does a latecomer complete the prayer if he joins the Imam in the last prostration, and what is the ruling on his previous prayers in which he applied two different methods?

If you caught the last prostration (sujud) in Maghrib prayer, this means you did not catch any complete unit (rak'ah) with the Imam, because catching a rak'ah is achieved by performing the bowing (ruku').

Therefore, you must pray three rak'ahs after the Imam says the taslim:

For the first and second rak'ah: You recite Al-Fatihah and a surah in them, then you sit for the tashahhud after the second rak'ah. For the third rak'ah: You complete it, then you say the taslim.

What you did, performing the tashahhud after the first rak'ah and then praying two more rak'ahs, was an error. The issue you heard about (regarding whether what the worshipper catches is the beginning or the end of his prayer) pertains to someone who caught a complete rak'ah, not just a prostration.

For the prayers you previously performed incorrectly in this manner, you are not required to repeat them, Allah willing, because the first tashahhud is a Sunnah according to the majority of scholars, and omitting it does not invalidate the prayer. Even though it is obligatory according to the Hanbalis, it is waived due to ignorance and forgetfulness, and you were ignorant of the ruling. Furthermore, your sitting in an incorrect place was due to ignorance and misinterpretation, and it does not invalidate the prayer.

You must repent to Allah for any shortcoming in learning and act according to what we have guided you to in the future.