Star Wars Rebels was found to set up a huge amount of things for Rogue One: A Star Wars story, and this season may be setting some things up for The Last Jedi already.
In season three, Kanan meets the Bendu; a being not Jedi and not Sith but a Force user. Sorry Legends fans, this isn’t a “grey” Jedi as such a concept doesn’t work with the canonical idea of the Dark Side requiring a toll on the user. You can’t just dabble in it and not lose something. Aside from being a huge reference to George Lucas’ original name for the Jedi, Bendu could be setting something up in The Last Jedi.
He’s not Jedi, and he’s not Sith, but he uses the Force and is aware of both. We’ve already seen not-Sith before with Maul in Rebels and both Snoke and Kylo in The Force Awakens. They use the Dark Side, but they aren’t Sith and don’t belong to that denomination. There’s been a lot of talk about how the Jedi in the Republic era had it all wrong, and their dogma of no attachment blinded them to the Sith rising right in front of them. Luke is the last of the Jedi. Literally. He is the last Force user trained by two members of the old Jedi Order: Obi-Wan and Yoda. That Jedi dogma dies with them (and eventually Luke).
Bendu establishing that there are those out there that are neither Jedi nor Sith could be pointing to the sort of role Rey will take on at the end of the Sequel Trilogy. With Luke discarding the problems of the old Jedi Order and training her differently, she wouldn’t be Jedi. She’d be something else. Thus Luke truly will be the last of the Jedi and a new type of Force user will be born with Rey.
Bendu and the concepts of the Force the character presents is another reason why Star Wars fans really need to pay more attention to Rebels.