• Erano finite ieri sera (trapassato): “they had run out last night” – often used when you’re situating that event before another past event (even if that other event is just implied).
• Sono finite ieri sera (passato prossimo): “they ran out yesterday evening” – a simple past action seen from now.
Yes, you could use other time expressions like:
• la sera scorsa – last evening
• ieri – yesterday
• ieri mattina – yesterday morning
Just keep in mind the tense: if you use passato prossimo (sono finite), you’re anchoring to “yesterday” itself; if you keep trapassato (erano finite), you imply “had run out” before some other past reference.