I can't tell you the latest build date of 66 Models that I have observed with 1965 (C5ZZ) wheels, but here is what I can offer :
1) The 1966 Ford Accessory Catalog (Accessory Catalogs were usually printed just before the new Model Year), shows only the C5ZZ-1007-B (Grey=Gold paint in cavaties) Styled Steel Wheel.
2) The 1966 Ford Parts and Accessories Catalog (Printed January 1966) shows the same.
3) However, the November 1965 Ford List Price Book shows the C6ZZ-1007-A Styled Steel Wheel as a Service Part as well as the C5ZZ -A and -B. This would seem to imply that the Factory had switched to the C6ZZ wheel by November 1, 1965. The best indication though, is what has been observed. Hopefully, someone who has the change-over date documented will chime in.
Bob