Night train to Rome

You keep your bags with you in the compartment. There is lots of info about the Nightjet sleeper trains on the "Man in Seat 61" website here: https://www.seat61.com/trains-and-routes/nightjet.htm
Including this comment:

Security... There's CCTV in the corridor for security, and in Comfortline cars all compartments have a hotel-style ving-card lock with plastic card key plus an additional security deadlock which cannot be opened from outside, even with a staff key, so you'll be both safe and snug. The double-deck cars also have both a regular lock and a security deadlock.

Luggage theft from trains is more of an urban myth than reality.
Ticket sales for Nightjet trains to Italy is here: http://www.nightjet.com/en/reiseziele/italien.html

That Nightjet train arrives in Rome at 0922 hrs...perfect, ideal. If it's after 6 am in the summer, that's fine with me when I take the night trains.