It was held March 18, 2007, and yes, they danced the “Hare Hare Yukai” for the last time together during that day.
The last time all five of them were together as the S.O.S. brigade was over 12 years ago, during the “The Extravaganza of Haruhi Suzumiya” event in Omiya Sonic City in Saitama Prefecture.