Here is how Ronald Aronson describes what is going on in Albert Camus's The Fall:
This sense of moral complexity is most eloquent in his short novel The Fall, whose single character, Clamence, has been variously identified as everyman, a Camus-character, and a Sartre-character. He was all of these. Clamence is clearly evil, guilty of standing by as a young woman commits suicide. In him Camus seeks to describe and indict his generation, including both his enemies and himself. Clamence’s life is filled with good works, but he is a hypocrite and knows it. His monologue is filled with self-justification as well as the confession of someone torn apart by his guilt but unable to fully acknowledge it. Sitting at a bar in Amsterdam, he descends into his own personal hell, inviting the reader to follow him. In telling Clamence’s story, Camus was clearly seeking to empathize as well as describe, to understand as well as condemn. Clamence is a monster, but Clamence is also just another human being (Aronson 2004 [Camus and Sartre: The Story of a Friendship and the Quarrel That Ended It], 192-200).
Camus won the Nobel Prize for literature in 1957, after The Fall was published. The story, a literary masterpiece, demonstrates a unique capacity at the heart of his philosophical writing. Life is no one single, simple thing, but a series of tensions and dilemmas. The most seemingly straightforward features of life are in fact ambiguous and even contradictory. Camus recommends that we avoid trying to resolve them. We need to face the fact that we can never successfully purge ourselves of the impulses that threaten to wreak havoc with our lives. Camus’s philosophy, if it has a single message, is that we should learn to tolerate, indeed embrace the frustration and ambivalence that humans cannot escape.
Here are the questions:
Why does Camus say that it will always be too late to save?
Clamence feels guilty for not preventing the woman from committing suicide, but that is in the past and he can no longer rectify the situation.
Is he speaking of saving our innocence - that we are doomed to lose our innocence, and it will always be too late whenever we realize?
Clamence regrets not having done something to help the woman. We are not doomed to lose our innocence but once we have done something we regret our innocence is lost and the past cannot be relived to remove those regrets.
What I find more strange is when we says, "Thank goodness!".
This last line can be interpreted ironically. Clamence realizes that even if he had the chance to relive the experience he regrets to make it better he likely would not jump into the cold water to save her anyway. Aronson describes Camus's message as saying that life is "ambiguous and even contradictory" and we should "avoid trying to resolve them".
Why does Camus find solace in the inability of man to save himself?
Perhaps Camus, or his character Clamence, finds solace in rationalizing that regardless of his intention he is unable to save himself.
Aronson, Ronald, "Albert Camus", The Stanford Encyclopedia of Philosophy (Summer 2017 Edition), Edward N. Zalta (ed.), URL = https://plato.stanford.edu/archives/sum2017/entries/camus/.