Does anyone know what song it is in the last level? The dancing one. Thank you

As per the name, it's Din Don Dan [1], from Konami's DDR (and included in other rhythm games by them). This is specifically the performance from DanEvo [2].

This particular version became popular from a guy absolutely killing it despite appearances [3], but personally I like this one [4] because it shows how you can dance to look good, or dance to score well.

[1] https://remywiki.com/Din_Don_Dan

[2] https://remywiki.com/AC_DanEvo

[3] https://www.youtube.com/watch?v=8-yZihwFTC0

[4] https://www.youtube.com/watch?v=1fywQR5JP3E