Is it permissible to expel students who are late for a lecture, and when is that permissible, if their lateness causes an interruption to the explanation and delays it for the rest of the students?

If the late entry of students causes disruption, and they have been warned that violators will be prevented from entering, then you are permitted to prevent them from entering after informing the administration. This is to avert harm, preserve the time of the punctual students, and prevent chaos.