Ask your italian neighbourgs, Circejane. They know it all better than us.
90% of the roses pests are the same worldwide, because crossing absolutely whatever with whatever imaginable, in order to "have all" (Big blooms like Gallicas with reblooming of the Chinas, with the color of another one, etc) we have "globalized" the pests since a far longer time, and more efficiently,than today's economy!
So you can expect to see Black spot, mildew and rust, like everywhere. Rust and mildew do not exist in some areas, or not each year.
Same with the insects.
Two U.S. pests do not exist outside this country: Rose rosette disease and Japanese beetles (imported pests).
But once again, I'd try to find some roses growers in your area to learn how they are dealt with in your present-day area. I guess they don't care too much with winter-protection, but more on summer-protection...
Best wishes,
Pete.

The basic stuff I have on my roses are aphids, caterpillars and the occasional leaf-roller wasp (they roll the leaf and put a larvae inside the roll I think).
Irritating also, but not yet a plague are rose fleas or leaf fleas (don't know whether this is an exact translation in English). They are smallish (4 mm.) creamy white insects present on the underside of the leaf. When young they are smaller and often immobile. The adults are the ones that do the damage: on the underside of the leaf they suck 'life' out of the plant cells, causing white spots to appear on the leaf. When disturbed, the flea jumps away (it's in between jumping, floating and flying :-)

This year, I noticed a small black beetle (2-3 mm.) on the blooms. I don't know whether they eat the blooms or not. Sometimes they are present in a hole in the bloom, but those holes are more likely made by a caterpillar.

Lot's of flying things also. They are often species of wasps, either parasitic or those that lay eggs near aphid colonies, so the larvae can eat them. Beneficial!

Of course, Italy might have other insects, because of climate differences.

Thank god we do not have Japanese Beetles! I never noticed thrips either. I don't think we have rose midge, but of course I can be wrong.
From the stories I hear, I think the insect pressure on roses (and in general) is much less than in North America, giving us Europeans more opportunities for organic control!

Good luck!
Rob