Payment charge for Very late check-in

That's one of those things you'll have to ask Booking.com rather than asking other hosts. What Booking.com does for one host may be different to what they do for another host.

Booking.com collects payments for us. We require a damage deposit. Booking.com refuses to collect that on our behalf. On one property, Booking.com has a setting to say that the damage deposit is collected by bank transfer (we have to manually contact the guest and ask them to pay). On others, Booking.com says the damage deposit is paid in cash on arrival, which, as we rarely meet our guests, we cannot do.

Booking doesn't collect any extra payments and security deposit. You add in writing to your Profile any information about your extra charges. So, the guests will see it Before the booking (many will "not see").

Then inform the guests about extra charges in welcome note right after the booking. Anyway they are free to cancel, if they are not comfortable with them. 

Make the guests sign House rules or Aknowledgement upon arrival, where they will agree to your rules on everything, including extra charges, security deposit, penalties for loss keys, etc

Collect by bank transfer, PayPal, cash or whatever works in your country. I suggest you check with hotels in your country or other similar properties like yours how do they deal with extra charges. There is no harm in asking ?