There are some (famous) lines in the Maha-parinibbana Sutta (DN 16)
Therefore, Ananda, be islands unto yourselves, refuges unto yourselves, seeking no external refuge; with the Dhamma as your island, the Dhamma as your refuge, seeking no other refuge.
Behold now, bhikkhus, I exhort you: All compounded things are subject to vanish. Strive with earnestness!
These don't quite match, "The ways of the world will never be finished"; but they are a good (maybe the best) match for, "find your own salvation with diligence".
There are various English translations, e.g. it's often translated "diligence" instead of "earnestness".