we do not share your data with anyone and there are many ways to control the visibility and storage life of your data here.
but the internet is a public space and you should always assume your data could be compromised.
be smart with your password, use tor or a vpn, and use pgp for sensitive communications.
I am based in the UK but have shipped to Italy plenty. If you order from outside Italy I would suggest paying for tracking to guarantee your package. From packages that did not arrive nobody reported bad outcomes