1) My little brother would not turn down the radio volume in the morning.
not = adverb
turn X down ~ turn down X = (adverb)
radio = adjective
morning = noun (note, determiner + noun, never determiner + *adverb)
in the morning = adverbial phrase; function, adverb
2) She came to class very late.
she = 3rd person, singular, subject pronoun
late = function, adverb (came late)