The reason why
d-i preseed/late_command string
doesn’t work on your installation of Ubuntu 14.04 is that you are probably using Ubiquity.
I spent several hours trying to figure this out and at the end I managed to understand (thanks to http://askubuntu.com/questions/104135/preseed-late-command-not-running) that instead I (and you while you are here) should use this command:
ubiquity ubiquity/success_command string \
This last made my installation completely work.
Hope this will help others out there.