I am "just" from Austria.
Trust me even the Knife Law here in Europe is restrictive!
Especial in Italy the Law is extreme restrictive.
So I cant believe that you can ship/ register your Guns here legally.
For example here in Austria just semi Automatic are permitted and some smal calibre.
To own a Gun you must have an legal reason for the could be anything but claim "self defence" isnt good better is for Sport Events.
Than you have to pass an Psycolocial Test psychological sure in German. In Italy / Greece in the local language.
And dont forgett about the fees...
I personally would not move to Italy at the moment. I dont want to be to political but the situation get worse every day.
And Greece it look like the County is a little bite more stable a short while ago.
I highly recommend to have a Plan B and save many €/ $ you can!