The Last Step

Here's how these Threads of Fate "pick your next zone" breadcrumb quests work:

1. 
   
2. Before picking your first zone fill-the-bar quest, you are given Aiding the Shadowlands
3. 
   
4. After completing your first zone quest and returning to Oribos, you are given The Next Step
5. 
   
6. After completing a second zone quest, you are given [quest=63209]
7. 
   
8. After completing a third zone quest, you are given The Last Step
9. 
   

Once you ding 60, you are practically taken out of the Threads of Fate "system" which means you can no longer get these. That means in order to be able to get the final breadcrumb quest, The Last Step, you'll have to complete three zones before you ding 60.

Completing the Torghast or Battlegrounds choices will not give you another breadcrumb quest. Only Bastion, Maldraxxus, Ardenweald and Revendreth "count".

Do note that each choice (including Torghast and Battlegrounds) do have their own unique breadcrumbs as well, so if you want to complete all the quests (for example for Data for Azeroth leaderboards) you'll have to do everything. Unless you stop XP at some point it's pretty much impossible to do them all on the same character.