If he, or the mafia doesn’t want him to be found, there’s not much you can do.
But in all seriousness: yeah, when someone is missing they should be reported as such at the local police, who can contact the embassy’s office in the country they were going on holiday. Many parts of Italy are very safe, rich, modern. But there are also parts where you will get hurt, especially as a tourist. Loads of poverty, gangs, mafia, corruption (particularly the south).
I’m sure you are correct about who to contact first but I would get worried the police would say it’s out of their jurisdiction.
Ah ok. I thought in freedomland it wouldn’t be much different, but usually a missing person claim should be passed onto the missing persons division of the responsible police force with a unit like that. But if anyone says “nope, bye” you can always try somewhere else. Or Google it, or ask chat gpt.