The first one ("why are you late") is the only correct one, and it is natural, although you may want to use something a bit less direct, depending on the circumstances. The last one would be grammatically correct if we changed the verb to "arrive" or if we said "get here", instead of simply "get" ("get" doesn't mean "to arrive" unless you mention the destination). Number two doesn't work at all; this is because "late" cannot be used as a verb.