If guest cancels after check in time then they wouldn't be entitled for any refund, even the cleaning fee. The only problem I could think about is that if guest causes any damage, the host guarantee is not going to cover it since there's no reservation active.
Legally, you have all the right to call the cop to kick them out since they don't have a valid reservation active. If I were in such situation I would ask them to make another reservation IMMEDIATELY and then refund the cancelled one that will make everything smooth. Give them a hard deadline (say, 4 hours) and let them know you need to take action if they are not cooperating since there are a lot of liability issues. Be honest and polite on it.