This is the second time I see in Finnish people say "He is in the .... ". Here with myöhässä and somewhere else with väärässä (in the wrong). I wonder if there is some underlying rule here. Anyone?
The case used here is the inessive case. You can read more here (Your examples can be found in 1.7. In certain expressions): https://uusikielemme.fi/finnish-grammar/location-cases/the-inessive-case-missa/