Explain, "our eyes were opened, but too late." Where was the train at this point?

Initially many Jews reasoned that things might not be all that bad. Many felt they were merely being moved to a safer place. The train first stopped at the border of Czechoslovakia. The Jews knew they were being taken out of Hungary. THe soldiers told them that from that point they were now the property of the German army. By that point it was too late. Elie's family had the chance to run away earlier but they didn't take it.