"sleep in" actually usually means you wake up late in the morning, generally this implies you are waking up later than you usually do. "sleep late" means what it literally sounds like, which is to go to bed late at night. For example, say I usually wake up at 8:00 AM in the morning. If I decided to wake up a few hours later in the afternoon, I'd tell people that I slept in today.

Sleep late isn't actually good grammar. Went to sleep late or slept till late. People actually use 'sleep late' in a colloquial way to indicate both going to sleep at a late hour, and sleeping till late the next morning.