Welcome to FT,
fliesfrequently
I agree the NAP time change is a bit of a bummer. I would call them and tell them that you have booked a connecting train to Rome and need to get there by a given time.
bmi may not endorse you to BA, given that it is a restricted J tix, but try anyways. YMMV. Perhaps more realistically, they might offer to refund your fare and then the ball is really in your court...
I'm due to fly out to NAP on the same BD flight in a couple of weeks, so I'm hoping there are no further sudden changes!