The info you previously received from Donna about the Colosseum tickets is still the same: you need to purchase entry tickets PLUS tickets for the underground/third ring tour (if that's the tour you're asking about) separately. Total of the two will be 25 euro per adult if done through the coopculture website.
The tours you can purchase through the Vatican's website are fine although I wouldn't book the early-entry small group breakfast tour on that site as it's really expensive (366 euro for two). Early entry breakfast with audioguide is more reasonable (130 euro).
"Walks Of Italy: Pristine Sistine" is very popular with RS members; 178 euro for two (no breakfast) and includes the basilica. As the 130-euro breakfast+ audioguide tour doesn't include the church, this is a better deal. It'll also shorten some steps/time as you'll enter St. Peter's directly via a back stairway.
https://www.walksofitaly.com/vatican-tours/pristine-sistine-chapel-tour
You may also choose a similar option through the Vatican website although it's shorter (3 hours versus 4) and doesn't include early entry; 74 euro for 2.
https://biglietteriamusei.vatican.va/musei/tickets/do?action=booking&codiceTipoVisita=74&step=2