The answer is $\boxed{\frac{2}{5}\left(9^n+(-1)^{n+1}\right)}$ .
Suppose $a_n$ denotes the number of $n$ -digit numbers that satisfy the condition. We claim $a_n=4\cdot 9^{n-1}-a_{n-1}$ , with $a_1=4$ . $\textit{Proof.}$ It is trivial to show that $a_1=4$ . Now, we can do casework on whether or not the tens digit of the $n$ -digit integer is prime. If the tens digit is prime, we can choose the digits before the units digit in $a_{n-1}$ ways and choose the units digit in $3$ ways, since it must be prime and not equal to the tens digit. Therefore, there are $3a_{n-1}$ ways in this case.
If the tens digit is not prime, we can use complementary counting. First, we consider the number of $(n-1)$ -digit integers that do not have consecutive digits. There are $9$ ways to choose the first digit and $9$ ways to choose the remaining digits. Thus, there are $9^{n-1}$ integers that satisfy this. Therefore, the number of those $(n-1)$ -digit integers whose units digit is not prime is $9^{n-1}-a_{n-1}$ . It is easy to see that there are $4$ ways to choose the units digit, so there are $4\left(9^{n-1}-a_{n-1}\right)$ numbers in this case. It follows that $$a_n=3a_{n-1}+4\left(9^{n-1}-a_{n-1}\right)=4\cdot 9^{n-1}-a_{n-1},$$ and our claim has been proven.
Then, we can use induction to show that $a_n=\frac{2}{5}\left(9^n+(-1)^{n+1}\right)$ . It is easy to see that our base case is true, as $a_1=4$ . Then, $$a_{n+1}=4\cdot 9^n-a_n=4\cdot 9^n-\frac{2}{5}\left(9^n+(-1)^{n+1}\right)=4\cdot 9^n-\frac{2}{5}\cdot 9^n-\frac{2}{5}(-1)^{n+1},$$ which is equal to $$a_{n+1}=\left(4-\frac{2}{5}\right)\cdot 9^n-\frac{2}{5}\cdot\frac{(-1)^{n+2}}{(-1)}=\frac{18}{5}\cdot 9^n+\frac{2}{5}\cdot(-1)^{n+2}=\frac{2}{5}\left(9^{n+1}+(-1)^{n+2}\right),$$ as desired. $\square$
Solution by TheUltimate123.