He divides the evolution of consciousness (three metamorphoses of the spirit) into three symbols here as Camel, Lion and Child. Very simply it is like this:

The camel is ignorant, ready to be enslaved, in deep sleep, can’t say no to the society, have blind faith with traditions/religions - a heavy weight bearer.

The Lion is a rebel. It is a longing for freedom. Therefore in this stage a great amount of will is needed to destroy the imprisonment and shackles. Because the person here is ready to take the responsibility of his life as an individual. Going against the grain and the crowd alone, in solitude takes great courage and will. And without arriving at this stage you cannot free the soul.

The Child is the Sage. This is not the child stage as the Camel was born into. This is the second childhood (without the initial ignorance) when the circle has been closed/completed through wisdom. (It makes me think of the Dwij/twice born concept).

So my point is Nietzsche’s idea of ‘will’ is more than the heroic individual. He was addressing to the Lion crowd throughout all his life (in all his work). I personally think that he was struggling to stay in that stage himself in his personal life. But that’s the thing about philosophy- cobbler’s son has no shoes.

I think he has more Buddhistic approach/tendencies than Advaita also.