@Veronica91Im racking my brain from when I worked in Italy and I used TIM rather than Vodafone IT.
You shouldn't need to change your APN on android as it should work as in the UK.
You dont have mobile data roaming switched off in the Mobile Data settings by any chance as the default is now for that to be switched off
- Xperia 1V - o2 and Spusu
- Pixel 8 Pro - o2 and Vodafone UK