What do I do when the lady who was supposed to clean my home is not here 20mins past due time?

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It depends on if you have a relationship with her already. I am a handyman and in my business I always give a two hour window in which I will arrive because there is no guarantee that any project will take the amount of time expected. Your cleaning lady has the same issue. I call my clients 20-30 minutes before I arrive, usually within that window. If I have to reschedule due to over run on a prior project I call as soon as I think it will take longer. That would be the appropriate thing for you cleaning lady to do.
If you still do business with her I would give less of a tip or none at all and let her know why.