Well, there is an overnight Thello train that doesn’t change in Milan. (Though, it does stop along the route) But when you mentioned the train I assumed that you wanted scenery, which you won’t get with an 8:00 P.M departure.
Any particular reason why you are going with an overnight train vs. flying? EasyJet has the VCE-ORY route on sale for $75.00 or less all the time. (Albeit, their schedules for June probably won’t be released until February or March) A single quad-sleeper ticket on Trentalia will be around $150.00 per person.
4 train tickets = $600.00
4 one-way EasyJet flights from VCE-ORY = $300.00
Cab fare to VCE and from ORY = $100.00
1 night at a 3-star Paris hotel = $200.00
The difference is that you will see the south of France from 30,000 feet instead of 100 KPH during the night and into early morning. You will also get a bed instead of cramming yourself into a sleeper. As you are making your way up from Rome, you will get the “train experience”. Doing a sleeper train only makes sense when you are backpacking with friends or saving enough money where a flight + hotel are too expensive. It’s literally a cruise ship cabin on rails.
I’d rethink the train. It’s not nearly as exciting as it sounds and will probably be longer than your transatlantic flight. I’ve harped on it a few times, and don’t know how old your kids are, but it will not be a pleasant trip. A sub 2 hour direct flight will be much more desirable.