Is there a night sleeper train from Lyon to Milan early November?
I think the closest you will get is the 'Euronight' service operated by Thello, which comes from Paris and stops at Dijon at 22.39, arriving Milano Lambrate 05.59. Don't oversleep, because it then carries on all the way to Venice. See here and scroll almost to the bottom of the page: https://www.thello.com/infos-services/Horaires/index.html?iLangID=3 You would need to get from Lyon to Dijon, which takes 1 hour 40 on a TGV or around 2 hours on an ordinary train. Bear in mind that if you travel during the day you can get from Lyon to Milan in just over 6 hours, and booking now for early November I can see fares from €46.90.