This of course was the staple of many hack mystery writers, and the perrenial favorite of Ellery Queen.
Did a dying clue appear in any famous cases?
( Obviously, we’re not talking about someone staked to an anthill, who has a long time to write letters in the sand.
We’re talking the victim who pulls a king out of a pack of cards to finger Rocky King. )
The dying clue is not an urban legend as folklorists define the term. If anything, it would be a motif in a legend.
The motif (a dying person uses his / her last act to name or suggest the guilty party) is probably related to motif D.1715, “magic power of a dying man’s words,” which has a long pedigree in tradition.
Of course, just because something occurs in literature and / or folklore, that doesn’t mean it has never happened.