Well, that looks like a fun challenge! I think that pattern will give a pretty neat effect when it's all finished. I would guess that you anchor the last loop to the edge when you attach the fringe because you certainly don't want to leave the safety pins in the afghan.
If you would like, I will take the pattern as you have written it and work up a small sample and see if I can figure a way to anchor the loops. If I get a satisfactory result, I'll make a video and post it on my website. How does that sound? It will take a few days, since our summer is winding down and we still have some fun things to do with the kids before school starts in two weeks. But if you can wait, I'd be happy to put that on my to-do list.
Let me know.