1. "Ако приемем че Not at all е репликата на Joe, то тя някак си не ми се връзва с цялостния смисъл на първите две изречения, защото има различно звучене. Аз по скоро бих очаквала като отговор: Don't bother за закъснението ..."

No, it's fine -- връзва се, believe me. Joe says to Sarah not to be sorry at all, meaning that her delay has not discomfited him in the least.

2. "Според мен обаче между Sarah couldn't come и I'm afraid трябва да има запетая ",", а не точка".""

You are absolutely right!

3. "Shall I read it" (и тук според мен липсва едно "to") "you?"

No, this is good English usage. No need at all for 'to,' since it is implied in what Joe says, and good English usage condemns all unnecessary words. If anything, the word 'you' is also redundant. We assume there is nobody there except Joe and Sarah, so if Joe reads the note, it has to be for Sarah's benefit alone: he does not have to direct his reading at one person amid several.

Anyhow, trust of help :)