There's an over-night train from Rome to Naples, when I took it it was the cheapest option, now I just checked it's instead the most expensive :/
Either way, unless all other tickets are sold out, and that remains your last option, I still suggest strongly not to take it (assuming things didn't change over the years)
Some of my justification:
- There were police on the platforms checking everyones documents, when they checked mine, they were in shock that I was even taking this train and suggest me to hold my bags in my arm and never fall asleep while on the train
- There was no assigned seats, I walked through the whole train not able to find a cabin where I felt "safe". I finally settled down and sat up for 6.5 hr straight. Was not fun
- When I checked now, there are plenty of fast train options going from Rome to Nepals, stick to those.
- If tickets are sold out, I would still get on those fast trains, stand and take the risk of being fined than being on that train
(there were things I feel mean to put down here, I will leave the condition of the train to your imagination)