Hello @Bora_Beran
it took me a while to make sure to split issues here. Long story short: inserting late arrivals works just fine.
I have not seem major differences between many individual inserts and batch inserts. (Batch is faster and recommended in case there are so many late arrivals… )
Issues which came up were data related. E.g. some of my 30 Mio docs converted a date to an invalid UTC date which lead to errors along the process chain, also not respecting that a date convert with no explicit timezone takes the local timezone lead to a mix of the time_series_. As well as an process issue since unvalidated client time was stored in the raw documents. I mention this since I came across this and others may get here a trigger to reflect own code and processes, the timeseries collections work fine.
I have moved a second issue to 
a new post to kept issues separate
Regrads,
Michael