You are still interrogating a paragraph that doesn't exist, this time to establish what it's length is. There is no next paragraph after the last paragraph.
Sub add_sign_xml()
Dim oPar As Paragraph
    For Each oPar In ActiveDocument.Range.Paragraphs
        If Not oPar.Range = ActiveDocument.Range.Paragraphs.Last.Range Then
            If oPar.Range.Characters.First = "<" _
               And Not InStrRev(oPar.Range.Text, "-") > 0 _
               And Not InStr(oPar.Next(1).Range.Text, "<tr>") > 0 Then
                oPar.Range.InsertAfter "add"
            End If
        End If
    Next
End Sub