I'm sure this can be a family secret and maybe you feel shame.
If you know he was a prisoner in Italy, you can find the prisoner records in the following Archivio di Stato:
Archivio Centrale dello Stato - Roma
(Rome Central Main Archive - it also contains documents related to Italian Prisoners of War -WWI and WWI)
Ascoli Piceno - Bologna - Caltanissetta - Caserta - Catania - Cosenza - Enna - Firenze - Genova - Livorno - Lucca - Mantova - Massa - Messina - Milano - Modena - Napoli - Palermo - Parma - Pavia - Pisa - Pistoia - Potenza - Ragusa - Reggio Calabria - Roma - Salerno - Savona - Siena - Siracusa - Terni - Torino - Trapani - Trento - Treviso - Trieste - Udine - Venezia - Vercelli - Verona -
Most of the italian Archivio di Stato keep penal sentences of local judge.
If you don't want to show to the listers your shy/shame about it (if any), I will be more than happy to help you if you write me a pm.