Explanation

"I don't really want to go, besides, it's too late now."

"Besides" is used to add extra information, meaning "moreover" or "in addition to that."

It modifies the whole sentence, which is a function of an adverb.

Why not the other options?

Preposition  (e.g., "Besides my brother, no one was there." – Here, "besides" functions as a preposition.)

Conjunction (It does not join two clauses like "and" or "but.")

Noun ("Besides" is not a thing or entity.)