Note that the talmud says in Yoma 69b that our prayed for the destruction of the yetzer hara for avodas zara. However, in order to counterbalance this, nevua was also removed from the world. As we discuss in Why did God created physical impulse towards the "wrong" women the impulse within man is required to give him the energy to act. This can be for good or for bad. Thus, removing the impulse to worship idols also removes the impulse to dedicate oneself to Hashem. That is why, when the yetzer hara for avodas ara was removed, nevua (true or flase) ceased. In fact, one can claim that this is the point at which the yetzer hara that we call atheism entered the world (as a general situation). However, that is a different discussion.
Thus, once Micha became the last navi, any possibility of nevua among the goyim also disappeared.
I should point out that any neviim among the goyim would not be mentioned unless they had something to do with Bnei Yisrael and the Torah needed to teach a lesson regarding them (as with Bil'am or qas the medrash says, Iyov). We know of 48 neviim among Bnai Yisrael and the talmud tells us that there were large numbers of actual neviim that we do not know (as many as left mitzraim).
From Bava Batra 15b:
Seven prophets prophesied to the heathen, namely, Balaam and his
father, Job, Eliphaz the Temanite, Bildad the Shuhite, Zophar the
Naamathite, and Elihu the son of Barachel the Buzite.
While there could have been more, we cannot know of them.
Among the gentiles, why Job and Bilaam were recognized as prophets whereas Muhammad was not? states
Because of Bilaam's wickedness, as emblematic of the wickedness of
gentile prophets, God removed prophecy from the gentiles (Midrash
Tanchuma, Balak, siman 1).
You also ask a second question that is on a totally different topic.
would a genuine non-Jewish prophet that created his own religion,
would that religion be true
If the new religion contradicted the Torah or attempted to change sheva mitzvos bnai Noach, then he would be a navi sheker and not a "genuine prophet". In any case we do not know of anyone who did this. The only two "prophets" that we know of who founded religions were weoll after prophecy in general ended at the start of the second temple era. Thus, the two modern invented religions could not have involved genuine prophecy.