Blonde hair percentages, at a population statistics level, is a good proxy for Indo-European steppe ancestry levels (it's not as good as autosomal DNA, but the sample size and amount of fine grained geographic detail is much better). You'd need an estimate for the amount of steppe ancestry in Italians to calibrate this litmus test, however.
The first farmers of Europe had essentially 0% blonde hair, much like modern Sardinians, who are their closest genetic match. Blonde hair in Europe arrived more or less exclusively via steppe migration in late Neolithic to early Bronze Age from an ultimate homeland in the vicinity of modern Ukraine, although plenty of migration happened within Europe after this migration and not all steppe migrants had blonde hair. It is also possible to have very little steppe ancestry while still having the blonde hair gene.
The chart shows the percentage of blond haired people in the regions shown on the map in (or near) Italy. Overall, about 8% of Italians are naturally blonde (another estimate suggests 15%). It suggests that Indo-European migration to Italy was largely north to south (with exceptions for urban centers) and reached southern Italy in far smaller proportions than northern Italy, although it is hard to know how much of the migration was modern, how much was medieval, how much was from the Roman era, and how much dates to pre-history.
Until the late 1870s, Italy was not a unified country, with Southern Europe belonging to the poorer Kingdom of the Two Sicilies with a more agricultural economy, and Northern Europe belonging to a number of smaller and more prosperous states with more mercantile economies, which could have impacted migration patterns by increasing migration from areas with more blonde people.
From Reddit.
In the medieval era Northern Europeans, including the Normans and Vikings and Germanic tribes, had greater interactions with Northern Italy than with Southern Italy, as well.
In the Roman era, migration to the Roman capital and its major cities from North Africa, Egypt, and the Levant might have diluted the percentage of people with steppe ancestry.
Shortly before the classical Roman era, there were a number of Greek colonies in Italy, which could be reflected in the purple regions on the map (about 4% of Greeks are naturally blonde), with some blurring out due to admixture with regions near former Greek colonies.
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