It reports not using "that" (I think THAT you're late) as a typo, which seems weird. It's just another correct answer, and a more common one at that I'd think. No mistake here.
It was listening and I wrote Dw i'n meddwl bod hi'n hwyr. :/
Dych chi'n? Bod i'n hwyr dw i ddim yn meddwl. Enillydd dw i!