Is it legal if my employer is threatening to withhold my last paycheck if I do not sign a non-compete?

No, an employer may NOT withhold any paycheck, including your final paycheck, to force you to sign any contact, including a non-compete: the law requires that you be paid for all work done, so if you did the work, you must be paid for it. If not, you could try contracting the department of labor to file a complaint, and/or sue the employer (e.g. in small claims court) for the money.
As to the fact that you did sign the non-compete: if you signed it, you may  be held to it. However, depending on how the contract was set up or drafted, signing only one page may or may not obligate you to it; you shuould bring the agreement to an employment law attorney to review with you, to see if you did bind yourself to the noncompete. If you did, then if you breach it, you could be liable for the employer's loss (e.g. lost business). If you told customers where you were going, then it is possible, depending on exactly what was said, that you could be held to have "solicited" them--at the least, there is a reasonable chance you could be sued by the employer (i.e. that they could state a plausible case, sufficient to file a lawsuit in good faith) and therefore force you to respond to it and defend yourself against it. Even if you are not violating the agreement in that way, the clauses you quote are fairly broad, and you could potentially be held to have violated some other part of it if you engage in competition with this employer. When you bring the contract to an attorney to see if you did not obligate yourself to it by siging next to the non-complete, you should also ask him/her about what--if you are bound under the agreement--you can and cannot do.