If the Imam prays deviating from the Qibla, and those praying behind him do likewise, should a latecomer complete his prayer facing the Qibla or in the same direction he began with the Imam?

Slight deviation in the direction of the Qibla does not affect the validity of the prayer. However, it is better to face the Qibla completely to avoid jurisprudential disagreement, as avoiding disagreement is recommendable.