The problem you have is that you mentioned the gun word
It isnt against the law as far as Im aware to take spearguns into Italy but what you must do is pack them well and very securely, then label them as "Fishing Equipment" not spear guns. It may even be worth taking off the handle of your gun and putting it inside your main luggage, so that it is unusable straight off and wont look like a gun on the x-ray scans.
When I first started flying, they were carried as hand luggage! Havent times changed
