Yay for unemployment! I've been there, so I know it's not much, but it does help.
It's never too late to send a thank you note. Most people actually don't send anything at all, so the fact that you are sending something--"late" or not--will still work to your advantage.
I wouldn't send it. In the future, I'd email one immediately but at this point I think it will be odd and make it look like you procrastinated. Congratulations on getting unemployment.
I think email ones immediately after the interviews are best. Most of the companies I've worked/dealt with get so much mail, it's not guaranteed that the hiring manager will ever see your mail in time even if you had sent it right away
I guess it depends on how big the company is. Regular mail only gets distributed once and that's to our inbox, unless I'm expecting something from UPS and the like (which I would have to sign for and is different) I don't think to check my inbox all that often.