Who is the best mage among these in late game?

depends on what you want for me for wave clear for team fights and for picks on the squishy

Shreds tanks and Baron.

How late are we talking?

Cassiopoeia or Ryze late game at high level

Anivia or Orianna usual late game in normals

Veigar hyperlate in normals

I'd go with Anivia , she brings everything you need to the lategame, just think of it. Cc? Anivia. Utility? Anivia. Wave clear? Anivia. Burst? Anivia. Tank shredding? Anivia. She does it all, couple of days ago I had a game, we lost two barons, two inhibitors, and we still won after 50 minutes, mind it was platinum game, not bronze. How did we do it? It was Anivia, stalling the game, since she is one of the few mages in the game that can clear even baron buffed super minions pretty damn fast, if we had any other mage we would have lost that game by 30 minutes.

I can't say which ones... but i can say which ones are not... it's definitely not

Azir, vladimir, and anivia are all kinda on the same lvl when played well late game. veigar could potentially delete any of them of them though.