Hi,
Look at this, please:
I began to smell a rat when I phoned him at work where he was supposed to be working late and he was not there.
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Is there not a word that is missing from the sentence?
I began to smell a rat when I phoned him at work where he was supposed to be working until late and he was not there.
No, 'working late' is a phrase that is widely used and accepted.
This sentence reads as if the speaker began to say it before he had organized his thoughts well. This is certainly how we often speak, but a better-organized and punctuated sentence would be something like this.
When I phoned him at work, where he was supposed to be working late, and he was not there, I began to smell a rat.
Best wishes, Clive