"You could/should have told me" is correct since "you were going to be late" indicates that you are discussing a potential action in the past. If you don't want your friend to do something similar in the future, you can say: "You could/should tell me if you will be late" OR "You could/should tell me when you are late."

The first one is correct. Fog's suggestion is also acceptable.

I used to say: You should have told me you were going to be late.