@AndyHarris_BPN
There are two types of reports in Canvas. Ones that are immediately available and ones that take a while to obtain.
Things that happen through the web need to be quick. People expect instantaneous and don't want to wait more than a few seconds for things. Canvas doesn't want to spend time generating a 4 minute report if people are going to cancel out of it after 3:30. Between those two, any immediate response Canvas gives needs to be short.
About all that you can do with this report is add filters. You can filter by assignment name, student name, or sections. You might be able to take the most recent assignments and add filters for them.
Filters of the same type allow you to specify more than one assignment, student, or section. If you add filters of different types, then you get those that match both sets of filters. In other words, if you add assignment filters for "week 8 quiz" and "week 8 homework" you get anyone who was late for either of those assignments. If you add a student filter for "Tom Brown" and another for "Suzy Smith" to that, you get any records where Tom and Suzy were late on the week 8 quiz or homework.
You may be able to chunk the results into smaller, deliverable results. Run the report and grab assignments for week 1 assignments and save it. Then do the same for week 2 assignments and save it. Then do the same for week 3 assignments and save it. You might even be able to get results for two weeks at a time if you're trying to recover missing information.
Once you have the multiple reports, you can copy/paste results into a master spreadsheet that contains all of the records.
The second type of report is a full report that will take more than a few seconds to run. For these, Canvas generates the report in the background and then emails you a link when it's complete.
The admin reports are often background reports because they are being generated for the entire institution. For the Course Analytics report, the intended user is the instructor and they want the results right now (even though the results may not reflect the most recent information).
That late assignment report under course analytics is generated within the browser. Canvas makes a GraphQL query to get the information and then prepares the report within the browser. That report does not have an option to request a background report that is complete.
You tagged your question as admin, which makes it sound like you may be wanting more than just one class worth of information although you might be an admin asking for an instructor. It certainly sounds like you don't want to sit there and filter through a few assignments at a time (I wouldn't want to do that, either). I saw that when I responded, which is why I added in the information on the API. That's really a better solution if you're trying to gather institution data, but it requires some programming. It's possible someone has already written this, but finding it can be challenging.
A third approach is Canvas Data 2 (CD2). It requires admin access to setup, so it is not available to instructors. It allows you to download your records from Canvas and put them into a database that you can query to get the results you need. That is not trivial to implement and I wouldn't do it just for this report. However, if your institution is already using it, then you could get the information from there.
The API approach is essentially downloading just the relevant records needed for this report as opposed to the full set of data. It also has minimal hardware requirements since you're getting a tiny portion of the results at one time and you could run it on any desktop computer. On the other hand, a database server prefers some extra memory and storage. Both the API and CD2 approaches require some extra skills beyond just being able to click on a button in a browser.