The winter has ____ late this year.

• The required answer is - set in.

• Complete sentence: The winter has set in late this year.
- Bangla meaning: এ বছর শীত দেরিতে শুরু হয়েছে।

• Set in (phrasal verb with verb set)
- English Meaning: to begin.
- Bangla Meaning: শুরু হওয়া; শুরু হয়ে যাওয়া।

• More example:
1. This rain looks as if it has set in for the rest of the day.
2. In winter, darkness sets in so early!

• অন্যদিকে,
- set (something) up: to establish or create something. - স্থাপন করা; (প্রতিষ্ঠান, ব্যবসা, যুক্তি ইত্যাদি) প্রতিষ্ঠা করা।
- set (something) down: to write or print something, especially to record it in a formal document. - লিখে নেওয়া।
- set on/upon somebody: to attack someone. - আক্রমণ করা।

Source:
1. Accessible Dictionary by Bangla Academy.
2. Cambridge Dictionary.