I am joining two RS tours (Loire Valley to south France & Best of Italy) end to end with a Thello train reservation from Nice to Milan September 28th. Is there any concern with using Thello service?
None that I am aware of.
We took the overnight Thello train from Paris to Venice a few weeks ago. We did not have any problems. The food was terrible in the dining car though, so try to bring your own along! Enjoy!
What sort of concerns are you expecting or hoping to avoid? It is a train. You get on with all your stuff, sit down and at the other end gather up all your stuff and get off. It really is that simple.
While I can find a fair amount of reviews and experiences on their overnight train, I didn't find much regarding this particular route re: reliability, on time, etc. If there was an issue I wasn't aware of, I'm better off to deal with it now.
Reliability should be good. More convenient than changing trains at the border. Should be less affected by strikes if either national railway staff decides to have one. Thello doesn't accept rail passes, but you're not likely to have one of those.