Late payment mortgage offer

I’ve exchanged contacts however I’ve had a late payment go onto my credit file. I really don’t know what to do I am besides myself, what are the chances of them withdrawing my mortgage application and will they tell me if they’re going to?

In order to exchange contracts, you must already have a mortgage offer. Can you confirm that you have such a mortgage offer? (I don't mean a "decision in principal", I mean a formal mortgage offer.) If so, then your mortgage provider have already done their credit checks. So either the missed payment happened after they made the offer, or they weren't bothered by the single missed payment.
Either way, this clearly isn't an issue for them. (They're not going to credit-check you again. That might happen, however, if this purchase falls through - because a mortgage offer is always for a specific property.)

Yeah we was! So first of all we had the decision in principle and then we had an email congratulating us saying you’ve obtained a full mortgage offer, which then followed with the exchange of contracts that were signed back in jan

OK. So you're all sorted. You have a mortgage offer - that's not going to go away.
Although house purchases often fall through, for a variety of reasons, it's unusual for either party to pull out after exchange of contracts. So it should be plain sailing from here.
I hope you enjoy your new home.

In order to exchange contracts, you must already have a mortgage offer. Can you confirm that you have such a mortgage offer? (I don't mean a "decision in principal", I mean a formal mortgage offer.) If so, then your mortgage provider have already done their credit checks. So either the missed payment happened after they made the offer, or they weren't bothered by the single missed payment.
Either way, this clearly isn't an issue for them. (They're not going to credit-check you again. That might happen, however, if this purchase falls through - because a mortgage offer is always for a specific property.)

It’s a new build so due to be completed end of may so hopefully it will be fine. I’m really stupid with this late payment I’ve been really good and it just slipped through my finger tips