Late Thursday" means "towards the end of the day on Thursday." "Late" here means "at or near the end of a period of time." In general, "late Thursday" refers to the end of the day, or the evening hours. If it is used in a work context, it can mean "at or near the end of the work day." Below are some examples of how it is used.His flight arrived late Thursday, so he planned on going straight to his hotel to sleep.Late Thursday they heard a noise outside their window.She scheduled their meeting for late Thursday.