I can think of two that might be appropriate.
Though it doesn't necessarily deal directly with tardiness, there is, "You've made your bed. Now lie in it."
According to the online Cambridge Dictionary, it means:
said to someone who must accept the unpleasant results of something
they have done
Also, there is, "That ship has sailed."
The website UsingEnglish.com defines that as:
A particular opportunity has passed you by when that ship has sailed.
Although fault isn't explicit, I'd argue the latter idiom suggests the fault lies with the individual having waited too long to take advantage of an opportunity.