New video shows Young Dolph in his final moments ... just down the street from the cookie store where he would be gunned down and killed.
As you know, Dolph was rolling around his hometown of Memphis Wednesday in his Corvette Stingray. It's a pretty distinct ride as it's camo-wrapped, and before he hit up Makeda's cookie store ... he stopped to fill up at a nearby gas station.
The video, shot by someone at a neighboring pump, momentarily shows Dolph in a yellow t-shirt, jeans and a ball cap.
Witnesses say the rapper went straight from the gas station to Makeda's where the gunmen opened fire with a pistol and an AK-47 ... killing Dolph.
As we first reported ... his next stop was supposed to be at his annual Thanksgiving turkey giveaway in his old neighborhood.
The murderers escaped in what cops say was a lighter-colored Mercedes. No one's been arrested yet.