before get last location, maybe you want get current location, check if null or have. if not set last loccation if you want use FusedLocationProviderClient and before use it adding this:

implementation 'com.google.android.gms:play-services-location:16.0.0'

on your build.gradle(Module: app), and call method zoomMyCuurentLocation() whean activity create.

private void zoomMyCuurentLocation() {
    LocationManager locationManager = (LocationManager) getSystemService(LOCATION_SERVICE);
    Criteria criteria = new Criteria();
    if (ActivityCompat.checkSelfPermission(this, Manifest.permission.ACCESS_FINE_LOCATION) != PackageManager.PERMISSION_GRANTED) {
        ActivityCompat.checkSelfPermission(this, Manifest.permission.ACCESS_COARSE_LOCATION);
    }
    Location location = locationManager.getLastKnownLocation(locationManager.getBestProvider(criteria, false));
    if (location != null) {
        double lat = location.getLatitude();
        double longi = location.getLongitude();
        LatLng latLng = new LatLng(lat,longi);
        mMap.animateCamera(CameraUpdateFactory.newLatLngZoom(latLng, 14.f));
        Log.d(TAG, "zoomMyCuurentLocation: location not null");
    } else {
        setMyLastLocation();
    }
}

private void setMyLastLocation() {
    Log.d(TAG, "setMyLastLocation: excecute, and get last location");
    FusedLocationProviderClient fusedLocationClient = LocationServices.getFusedLocationProviderClient(this);
    if (ActivityCompat.checkSelfPermission(this, Manifest.permission.ACCESS_FINE_LOCATION) != PackageManager.PERMISSION_GRANTED && ActivityCompat.checkSelfPermission(this, Manifest.permission.ACCESS_COARSE_LOCATION) != PackageManager.PERMISSION_GRANTED) {
        return;
    }
    fusedLocationClient.getLastLocation().addOnSuccessListener(this, new OnSuccessListener<Location>() {
        @Override
        public void onSuccess(Location location) {
            if (location != null){
                double lat = location.getLatitude();
                double longi = location.getLongitude();
                LatLng latLng = new LatLng(lat,longi);
                Log.d(TAG, "MyLastLocation coordinat :"+latLng);
                mMap.animateCamera(CameraUpdateFactory.newLatLngZoom(latLng, 14.f));
            }
        }
    });
}

GetLastLocation is called by the FusedLocationApi and stores the last location based on the last client that had used it. If your app is the first client to use it, it probably will not have gotten the last location as quickly as you call your "OnConnected()" function.

Here you have some potential options:

1. Create A Checking Thread
You could implement a thread that checks for the last known location every X amount of seconds. Then, regardless of whether or not your app was the first to launch, you will eventually receive the last location.
2. Implement Location Listening
You could also implement Location Listening in your activity and update your location every time the OnLocationChanged event is fired.

Fused Location Provider Client is the best way to do it. Try with this code for the getLastLocation() method:

FusedLocationProviderClient mLocationProvider = LocationServices.getFusedLocationProviderClient(activity);
        mLocationProvider.getLastLocation().addOnSuccessListener(activity, location -> {
            if (location != null) {
                double latitude = location.getLatitude();
                double longitude = location.getLongitude();    
            }
        }).addOnFailureListener(e -> {
                //some log here
        });