ABANDON SHIP! EVERY MAN FOR HIMSELF!
Is there reliable testimony that that was indeed Captain Smith's last command?
God is subtle, but He is not malicious. (Albert Einstein)
He said it to Phillips and Bride.
Some say that his last order was abandon ship. But I don't know who claimed that. Possibly Bride, who I believe saw him yell abandon ship and dive off the bridge.
But he was also seen giving orders to people working the collapsibles as well. Steward Edward Brown said that he called out "Well boys, do your best for the women and children and look out for yourselves!". Then he went to the bridge.
I think that there are too many differing stories, both reliable and unreliable to say what his last order was.