ADDED: I hope you come back and update us. Some are posting as if they're assuming he's from a different country -- I assumed, maybe wrongly, that he's from the U.S. and the "exchange" means he's living in your area in order to attend this sports program. Which is it? And what does the program itself tell host families -- are these kids supposed to be "guests" as one poster says or are they true exchange students, who are expected to act like functioning members of the household?
Original:
I am interested in seeing responses since I haven't encountered this form of "exchange student" before! He does not have the excuse of "we do things differently in my home country" either....
What occurs to me first is that he sounds a lot like any teen -- and like any teen he should be talked with like an adult, and given responsibilities and consequences. It sounds as if you are unsure whether you (and your husband?) have any authority to visit consequences on this boy, but if he is part of your household, you do have that authority, especially as it is a bad example for your own kids if they see this boy not being held accountable for certain things by you and dad. Unfortunately you do not have the serious consequence of removing him from his sport --you can't threaten that, but you can take away anything like going out with friends and teammates. Let's hope it doesn't come to that.
Do you actually know his father? Have you met him? Are you --not just the boy, you yourselves -- in regular contact with the dad? That would help you feel more comfortable in your dealings with the son. You may need the dad to talk to his son about the basic courtesy of getting to meals on time and calling you when you ask.
Do dad, coach, sports program, and the boy himself seem to view his residence with you more as landlord/tenant, where you are just a roof and a plate of food, or as a true "exchange student" who is there to have a full experience of school, home life and sports? I suspect that maybe the focus is so much on his sports program that your home is looked on (at least by him, possibly by his dad?) as his crash pad and cafeteria, not a place where he is a kid and you are his authority figures. Think hard about that -- is that how you feel it's going, no matter what the program says?
I would talk to the coach. Coach might surprise you and back you all the way. Don't complain about the typical teen stuff like towels on the floor, but do mention the Cheerios and popcorn -- an athlete needs protein, not just carbs, and you should tell the coach that the boy does not eat properly or at regular times. Make it not just about your effort but about the boy's physical fitness, and tell the coach you want coach to talk to the boy about both the physical aspect of eating well, and the social aspect of treating his exchange home with respect regarding meals that fuel him for his sport. The kid may listen to coach far more than he'd listen to you. I can't see the coach pulling the kid from games over eating habits, but maybe the coach will have a stiff talk with him about eating when and what his host family does.
I'd also draw up a chore chart for the entire household (including your kids, you and dad, as well as the teen) and have a family meeting about it. Do not make it all about how the teen isn't doing what he needs to do -- just frame it as something to help the whole family function better. You might want to appeal to the teen in terms of "The boys just adore you and will follow your lead on chores. You mean a lot to them and can set a great example."
I'd tell the kid, regarding the phone calls, that it is not optional that he call you. I would just make it a household rule. Tell him that if he can't make these calls, you will need to talk to the coach about it, since it affects not just the teen but your entire family if you do not have notice of his movements.
He sounds like an OK kid from what you write, but if you begin to feel that truly he is setting a poor example for your own younger children, do not hesitate to reconsider housing him. It's not at that stage yet, I'm sure. But the chief issue is your own children, and if your own life as an adult becomes so consumed by the teen's feeding and practice schedule that your own kids get affected -- well, keep in the back of your mind that your family comes first. Again, not there yet! And I'm sure the kid has some great qualities. But it does sound like he needs a wake-up call that you're not his personal alarm clock, maid and cook. Nip it now, early in the school year.