Which algorithm to use for predicting late deliveries at warehouse?
Yes you could add a time component if you have dates in your data. Use the functions found in this link, for your work. 

Essentially you would want to see if there are day based effects such as Are deliveries late on Fridays / Friday evenings / Early mornings / Late nights / are etc. 

What you'd have to do for that is to strip out the day of the week from the relevant date variables and add it as a ordinal predictor to your data. If you want to strip out individual weekday effects, use an if else function to classify the day of the week as Monday / Not Monday, Tuesday / Not Tuesday, etc. You could do something similar to month of the year, week of the year, season, etc.