Obvious illegal behavior
It is obviously illegal for teachers to handle files maliciously. You can ask him to return them. If you don't return it, you can petition collectively and go directly to the Education Bureau without looking for the principal. The Education Bureau will hand them over to the headmaster.
Protection of collective rights
You can strike, you can make trouble, you can find a new teacher, and if you don't let him take it, aren't you afraid of him filing a case? Or call the police while looking for the education bureau and let him be busy for a while. The evidence is the simplest, and the confessions of your students and parents are evidence.
Being late is wrong in itself.
The teacher may have run out of skills to do so. But then again, when do you have classes? Being late is wrong in itself.