Do native speakers not pronounce the final consonants in words? For example, the "d" in "bad" and "g" in "ing" in "interesting" or "speaking"? I am asking about BrE.
Final g in ing
In standard British English, "-ing" is normally pronounced /ɪŋ/. In some accents (and more in very casual speech) it can become /ɪn/; in some accents it can be /ɪŋg/.
Final "d" is pronounced. "Bad" is /bad/.
When unstressed, the word "and" can become /ən/, /n/. There are other words that may also get reduced by some speakers in casual speech, such as "find", /fʌin(d)/; others might frown on this.
Final "t" is also pronounced, so "bat" is /bat/ - but may become /baʔ/ (/ʔ/ is a glottal stop) in some accents (this is widely considered less correct, though).
(Some dictionaries use /a/, others the traditional /æ/ to represent the middle sound in "bad" and "bat". For standard British English, /a/ is closer to the sound that most speakers use.)
In working class speech in London and parts of southeast England, a final /l/ is sometimes vocalised, sounding more like a "w" (see https://www.phon.ucl.ac.uk/home/estuary/transcree-uni.htm ).
Most British English is non-rhotic. This means that, other than when the following word starts with a vowel, final "r" is hardly ever pronounced (except in much of Scotland; there are also pockets of rural England where "r" is always pronounced, but these have been declining in size and number for decades). So "far" is pronounced /fɑː/. (The same applies to vowels that precede consonants, as in "farm" /fɑːm/.) However, it's important to note that the "r" in such words, although not pronounced as a consonant, modifies the quality of the preceding vowel.