According to his filmography, these were his last
three films:

31. Atlantis (2001)..............The Cook (voice)
30. Daddy and Them (2000).............Uncle Hazel
29. Ernest the Pirate (2000).....Ernest P. Worrell

I find it odd that Ernest the Pirate was set for 2000
and Atlantis was set for 2001, but according to this
web site:
http://www.geocities.com/trevormsmith2003/jimvarneybio.html
it is said "He sadley died right before the completion
of Ernest the Pirate and right after the production of
Atlantis."

That is why you cannot find the movie. It was never
finished and probably long abandoned. Ifilm is
currently remodeling their entire database and
website, so a lot of Ifilms doesn't work and it may
lose some of its older references to movies like this
one. I'm sorry, but Ernest the Pirate was never
finished, so we'll never get to see his final work.
(unless its on a DVD special somewhere)

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