Some good news for you travelers having difficulty fitting everything in!
This excellent museum is now open on Friday and Saturdays until 10 p.m. (last entry at 8:45 p.m). I'm guessing this is probably a high-season perk that won't apply to next winter but we'll see. As always for this one, timed-entry reservations are mandatory.
Also check out the "Night of Museums" special admission fee for Saturday, May 14 (reservations apply).
https://galleriaborghese.beniculturali.it/en/extraordinary-evening-openings-and-museum-night/