What action must a train take upon receiving a failure message at the last detector before entering a yard?

When a train receives a failure message at the last detector before entering a yard, the appropriate action is to notify the Yardmaster. This is crucial for several reasons. First, failing to relay this information could put other trains and personnel at risk, as the Yardmaster is responsible for managing the safety and efficiency of operations in the yard.

By notifying the Yardmaster, the train crew ensures that the situation is assessed correctly, and appropriate measures can be taken to address any potential hazards or issues. Additionally, the Yardmaster can take appropriate steps to ensure that the yard is clear for safe entry and operation of the train, which is essential for maintaining overall operational integrity and safety protocols.

The other options, such as continuing without notifying anyone or ignoring the message, disregard the necessity of communication in train operations, which can lead to serious safety risks. As for notifying only the Engineer, while it is important for the engineer to be informed, it is not sufficient for overall operational safety without the Yardmaster's involvement, since he has the broader oversight of yard operations.