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1

Can I read the second-to-last value of a sensor somewhere, if necessary using Python?
Or the latest value of a sensor that is a number?

2

Do you just want to see it, or use it for something else?

You could use a Trigger-based template sensor with defined not_to and/or a condition.

template:
  - triggers:
      - trigger: state
        entity_id: sensor.YOUR_ORIGINAL_SENSOR
        not_to:
          - unavailable
          - unknown
    conditions:
      - condition: template
        value_template: "{{ trigger.to_state.state | is_number }}"
    sensor:
      - name: My Always Number Sensor
        state: "{{ trigger.to_state.state }}"
3

You can also use a triggered template sensor to trigger on state change on the sensor and use the trigger.from_state.state to set this to your template sensor.
That means it will always lagg behind with one step.