Red Sands
(2009)

The Djinn monster begins to attack the squad either killing them outright or causing paranoia so bad they turn on each other until only Jeff Keller (Shane West) survives. In an attempt to escape, he blows up the squads ammunition in the house and wanders the desert until he finds a U.S. Base.

His commanding officer Lt. Col. Arson (J.K. Simmons) makes up a cover story of how the squad was killed by enemy soldiers and Keller was left for dead. As Arson leaves the room to make preparations for Keller to go home, Keller's eyes change. The last shot is showing a body in the desert; it's Keller. The Djinn monster killed him and took his appearance so it could escape to cause more untold destruction.

Thanks Spectre!