would suggest you check these options before recommending them,
I checked them (see below).
Qatar Airlines offer Rome-Kat-Rome 987 Eu.......Rome-Kat..Islmbd-Rome 3780 Eu
I searched for nominal dates, depart 3 Oct return 31 Oct giving OP 1 mth.
Another search for nominal dates: depart Oct 4, return Nov 1.
Outbound (Oct. 4) Rome-Kat; Inbound (Nov 1) Islamabad-Rome: 880.13 EUR according to the web of Qatar Airways. An overnight stay in Doha is required on the way from Rome to Kat though.
Return flight Rome-Kat on the same dates and with an overnight stay in Doha also required on the way to Kat: 971.99 Eur according to the web of Qatar Airways (and there's right now only one seat available at this fare, so it's likely to be more expensive -very- soon).
P.S.: you got that outrageous fare for the open-jaw ticket on the dates you looked for because Qatar Airways doesn't fly out of Islamabad on Oct. 31 (try to book a one-way ticket from Islamabad to Rome departing on Oct. 31 and you'll see the web of Qatarairways doesn't offer an option on that date). However, when looking for an open-jaw ticket, they offer on option out of Islamabad on Oct. 31 (the option you saw), that option involves flying with Thai Airways from Islamabad to Bangkok and then from Bangkok to Rome (changing planes in Doha) with Qatar Airways. That Thai Airways flight isn't even a codeshare flight (and it isn't offered as an option if you only want a one-way ticket from Islamabad to Rome on the same dates) and makes all it much more expensive. If you choose as departure date out of Islamabad a day in which Qatar Airways flies out of Islamabad (with its own planes), e.g. Nov. 1, you get a much logic fare for the open-jaw ticket (and in the case I quoted above, even cheaper than a return to Kathmandu).