You have many many options and good choices.

For example, you can have a stopover anywhere in Europe (AA's definition of Europe) or an open-jaw.
You could fly to Madrid, Paris, London, Helsinki etc, etc, add a stopover on your trip to Italy and see one more city/country in Europe if that is of interest to you.
Or you just fly to Rome, get to Naples via land, and then return from Naples via another city and carrier, such as BA to London or IB via Madrid.

I would guess your odds to get what you want are very high, especially if you have some flexibility in your dates, such as midweek vs Friday or Sunday travel.