You are supposed to get stamps in this case, when crossing from Croatia into Slovenia. In my experience the procedures at these land borders have been somewhat relaxed, but I usually cross by car rather than by bus and I haven't crossed it very much since Croatia joined the EU. I was also crossing without a visa. In your case, with a visa and on a bus, I would expect them to give you a stamp as a matter of course, as they should.
(You will certainly not receive a stamp at the border between Slovenia and Italy because both countries belong to the Schengen area. There are no systematic controls at that border, therefore. Even if you are checked there for some reason, you won't get a Schengen entry stamp because you won't be entering the Schengen area there.)
Your experience in Rome could indeed be problematic if you don't have an entry stamp. If the Slovenian officers don't give you one, you should ask for one.