What is the idiom/proverb for "You have to fend for yourself, no one is going to come for our rescue"?
Adults are generally expected to stand on their own two feet.
If someone has to stand on their own two feet, they have to be independent and manage their lives without help from other people. My father didn't mind whom I married, so long as I could stand on my own two feet and wasn't dependent on my husband. (Collins Dictionary)
you are on (one's) own TFD
By or through one's individual efforts or means.
As in:
I found myself on my own, without the assistance or support of, or dependence upon, anybody else.
If you're Christian, or aiming your speech at Christians, you could consider God helps those who help themselves:
The phrase "God helps those who help themselves" is a popular motto that emphasizes the importance of self-initiative and agency. The expression is still famous around the globe and used to inspire people for self help
Wikipedia