Re:
If it's causing you grief then just cancel the transaction and explain to the seller that you can't ship them to Italy.
With eBay Global Shipping programme you only have to ship to their warehouse in the UK (the seller pays the full international shipping when they pay for the item) from thereon it's GSP responsibility so if it goes missing eBay refunds the buyer.
If you're sending them yourself then as above Parcel2Go or Senditnow would be my suggested options, tracked and insured.
Worth mentioning that if you do use the eBay GSP then you can't combine postage for multiple items, as I recently found out when an international buyer purchased a few items and asked me to combine the shipping costs :facepalm: I ended up cancelling the sales and re-listing the items.