Welcome. My name is ***** ***** would be glad to assist.
We should be able to resolve the problem without any live consultation.
If you feel that that is not possible, I can put the question back to the open board for others,
but do not think anyone will have the necessary coverage for an overseas call, since we are mostly in the US.
The first thing that comes to mind on your situation is the polarity issue.
The Italian receptacles have 3 pins, center being the ground, but nothing else to orient the plug.
So, it is very possible to have the Live and neutral reversed either on the plug or a mis wire at the wall receptacle.
If you have a voltage tester with readout, you can determine which, but then you must know which one on the transformer side is neutral and which is hot.
Can be very difficult to do, but if oriented properly, the surge protector should work fine.
Most likely it is reversed which will cause may issues, which you have experienced.
It is recommended to surge protect on the primary side of the transformer at the main power and then use the standard
power strips on the output side.
Standard NON surge power strips are readily available everywhere in the US, not sure about your location.
CLICK HERE to see one
We use surge protection on transformers here as well in many applications stepping down the voltages.
The key is polarity proper wiring orientation.
Let me know anything further either direction,