My brooder is in the coop. If you have electricity out there, they can go in the coop inside the brooder from day 1. You just need to provide a brooder with a heat source and a good draft guard
My brooder is big enough (3' x 6'), has good ventilation up high, and has a good draft guard. I only provide heat at one end and let the rest cool off to ambient, but no breezes are blowing directly on them. Sometimes that ambient is pretty low. You'd be surprised how much time the chicks spend in the cooler sections of the brooder.
Last fall I moved 5 week old chicks from that brooder into a grow-out coop that has no heat source and it was getting into the 40's at night, Then we had a cold snap. When they were 5-1/2 weeks old, the overnight low was in the mid-20's Fahrenheit. I had a good draft guard around them and they were fine.
So how late can you incubate. It depends on your set-up and what you are willing to do. For me, it is never too late.