Referee report ignored and not sent to authors
I agree with Patrick that you should let things go with the journal and not take things personally--what happened was probably just a result of everyone being too busy.  I doubt your relationship with the journal or editor will improve by pushing more.

To address your last question, yes I think it's worth contacting the authors.  You have a chance to fix some mistakes in a paper before it gets published, so I would probably contact the authors, and just say that you were asked to review but couldn't finish on time so the journal didn't accept your report.  (You also don't have to send them the exact report, but could just point out the mistakes.)  Edit: To be clear, I am suggesting your explanation of this situation is short, and matter-of-fact, in a way that doesn't blame anyone or anything except your tardiness.

I think this is okay, because you did not end up being a referee for the paper, you don't need to maintain anonymity.  There should certainly be no problem if their preprint is publicly available, in which case you don't even need to tell them you were supposed to be a referee.  However, if their paper is not public, you may want to first check any secrecy agreements you may have made when you agreed to referee the paper.