Should have: đáng lẽ (ra), lẽ ra

Đáng lẽ at the start of a sentence says what should have happened, but didn't: Đáng lẽ anh phải nói với em sớm hơn. You should have told me sooner. Phải (must) or nên (should) usually follows, before the verb. With phải it's a duty that was missed; with nên, advice in hindsight: Đáng lẽ mình nên đi sớm hơn. We should have left earlier.

It also describes a plan that fell through, "was supposed to", and then mà or nhưng says what happened instead: Đáng lẽ hôm nay em được nghỉ, mà sếp kêu đi làm. I was supposed to be off today, but my boss called me in.

Đáng lẽ ra, đáng lý (ra) and lẽ ra mean the same. All of them are mainly spoken; you'll rarely see them in the news.

You know nên for advice about now or later: Em nên đi ngủ sớm. With đáng lẽ in front, the same advice looks back: Đáng lẽ em nên đi ngủ sớm. I should have gone to bed early. For "if I had …, I would have …", use nếu … thì … đã.