Check out the solution in the video TSQL: Get Last Restore Date. I've faced situations where backups were failing, but we didn't have any warnings, so running this query and organizing the output by latest time can be helpful as an audit to ensure that we're getting backups (along with checking for files and validating them).
Check out the highest-rated Automating ETL course on Udemy, if you're interested in data.
Be careful about third party software: while some can be helpful, we may over depend on them and if they have a bug that causes us to miss something important, we may not catch an issue before it's too late. This isn't to say don't use third party software, but be careful about doing so.