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"He [the harlequin] informed me, lowering his voice, that it was Kurtz who had ordered the attack to be made on the steamer. 'He hated sometimes the idea of being taken away - and then again. . . ." (3.22)
Kurtz is so far gone that he actually orders an attack on the men sent to rescue him. There's literally no difference between black and white to him—but it's not exactly a coca-cola vision of racial harmony. It's more like a jungle nightmare.
[The harlequin]: "'I have a canoe and three black fellows waiting not very far. I am off. Could you give me a few Martini-Henry cartridges?' I could, and did, with proper secrecy. He helped himself, with a wink at me, to a handful of my tobacco. 'Between sailors - you know - good English tobacco.' At the door of the pilot-house he turned round - 'I say, haven't you a pair of shoes you could spare?' He raised one leg. 'Look.' The soles were tied with knotted strings sandalwise under his bare feet. I rooted out an old pair, at which he looked with admiration before tucking it under his left arm." (3.22)
Marlow shows his last vestiges of goodness by generously giving the harlequin some gun cartridges, tobacco, and spare shoes to escape the manager. Well, if we had to choose we'd probably go with the delusional harlequin rather than the creepy manager, too.
"The fact is I was completely unnerved by a sheer blank fright, pure abstract terror, unconnected with any distinct shape of physical danger. What made this emotion so overpowering was - how shall I define it? — the moral shock I received, as if something altogether monstrous, intolerable to thought and odious to the soul, had been thrust upon me unexpectedly." (3.24)
The "moral shock" that Marlow feels when he realizes Kurtz is gone probably comes from his shock that this guy who's so much like him is gone. The fact that Marlow just recently chose Kurtz over the manager and the Company makes it even worse.