If it's a big art exhibition that everyone is aware of (I hang in the NYC art world), I might say "I did the VanGogh at the Met yesterday." Otherwise I'd say "I saw the Van Gogh exhibition at the Met yesterday."

If someone's late, whether I commented at all would depend on how late, and what our relationship was. I might say, "What's up?" or I might say "Did I confuse our meeting time? I thought we were meeting at 3:00." This way if there really was confusion and not just tardiness I haven't accused someone unnecessarily.

I just wouldn't use "finally" or "arrive." But given the two choices you suggested, I guess I'd use 2.2.