It's not an adverb... which one is it?

It's an adjective.

Explanation:

Instead of "many of these items," think of the sentence written as "many items."  Now, it should be clear.

themselves

an intensive pronoun is a pronoun that ends in self or selves, such as himself, herself, themselves, yourself, ourselves. since band members is a third person plural, the correct intensive pronoun would be themselves. if the band was talked about as a collective noun, itself would be the appropriate intensive pronoun. intensive pronouns are used to add emphasis to the noun it's modifying which is why it directly follows it.