"By late afternoon" would mean, probably, around five o'clock.
"By afternoon" would mean, to me, about one o'clock.
"By late afternoon" and "by afternoon" emphasize the end of an action.
We should be there by Wednesday.
I'll try to be ready by five.
The publisher wants my book by December.
The traffic was heavy, but we got there by ten o'clock.
It is hot in the late afternoon.
They were still working in the late afternoon.
Late in the evening, people started to leave.
Late in December, the western world celebrates Christmas.
Student or Learner