Is there a proverb to express "You are too late and it's your own fault."?
In Lithuanian language there is a proverb that translated word-for-word would say "The train does not wait for the shitting ones."
While sounding somewhat rude, it is perfect for expressing: "You are too late, and that's your own fault."
Is there any proverb in English that could convey the same idea?
More succintly, and less formally, there is also "You snooze, you lose!"
(idiomatic) If you are not alert and attentive, you will not be successful.
https://en.wiktionary.org/wiki/you_snooze_you_lose
Time and tide wait for no man, is an English proverb with a similar meaning.
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.
A day late and a dollar short
is another idiom meaning
late and ill-prepared
There is even a TV movie with this as a title based on a book of the same title
The early bird gets the worm.
Whoever arrives at the prize first gets it. (It's implied that slowpokes do not get anything)