Try creating another Media Set with a yearly retention level.
OPP (1 year)
AP (1 day)
Create a backup job, with the same selection list, tie it to the yearly media set, and schedule it to occur on the same day as the last typical weekly of that month, and several going forward. This is easiest with a calendar based schedule, but ensure that the schedule in the weekly job has this date excluded, so both are not attempted.
Does that help?
MR