Fired during interview

For context, I was fired from my previous role due to failing my FINRA exam in June (have now passed).

I had been applying to opportunities before and after June - the current process I’m talking about, I applied and interviewed after my last day at my previous firm (beginning of June) and had my first round (end of June).

Essentially I’ve been in process (6 rounds + modeling test + case study) at this bank and am pending the final round. I’m getting anxious as it’s starting to become evident that this new opportunity still assume I work there due to conversational points such as ‘are you usually working from home’ etc.

I haven’t disclosed that I’m no longer at my previous firm as they haven’t asked directly and when asked about my xp I’m speaking in the accurate tense etc. but genuinely haven’t felt a point to naturally bring it up - not a case of my wanting to hide it necessarily.

My CV is accurate, end date is written as June 2026 so don’t think background checks is an issue but assume the interviewers haven’t thought much about it or realized that means that I don’t work there.

In this final round with the head of the team (who I’ve already met) I imagine my situation could come up / I would be in a position where I need to lie in order to maintain their assumption which I’m not going to do.

My question is, how best to approach this if it comes up and have I put myself in a bad position by not disclosing straight away?