It is my understanding that day 1 is the day AFTER you set the eggs. So if you give the eggs to a hen at 1pm on a Monday, say, day 1 is Tuesday. This means that day 21 is always the same day of the week on which you set them, I. E. If you set them on Monday, they will hatch on a Monday three weeks later.
Chicks brooded by a hen will usually hatch on day 21, but they can be a little earlier or later (days 20-22 are quite normal). I think it is rare for eggs to hatch later than day 22 with a hen rather than an incubator, because conditions under a hen *should* be perfect.
Late hatches are generally caused by lower than perfect temperatures, but it has been known for healthy chicks to hatch even as late as day 25. Lower temperatures with a broody hen can be caused by the hen not being able to cover all the eggs fully, or leaving the nest for too long or too often throughout the 21 days (for example if she is being disturbed by other hens wanting to lay in the same next box).
Did you candle the eggs at any point to check if they were developing?