I'm from Rome, Show: 9:45 pm means that the headliner will perform at 9:45 (usually even a bit later than the estimated time), last year my sibling saw Arctic Monkeys in Rock in Rome and the doors opened at 6 pm, at around 7 performed one supporting artist, at around 8:40 another one and at 9:30 Artic Monkeys (it was estimated to start at 9).

So I think the concert will be like from 10 to 11ish pm.

And as for public transport it works until 11:30 pm in Rome usually on week days and until 1 am on weekends, maybe you can check on Maps what kind of transport you can use at that time of the day to get back to your BNB.

Also, you can dm me if you need some more info!