In the event you get no other answers (or better ones), I do have an option for you. It's a little messy and 'manual', but it will work if you have no other options.
In summary, follow these steps:
- Got to https://www.wunderground.com/history/
- Enter a city (e.g. Rome, Italy)
- Leave today's date as is and click on Submit
- In the next window that appears, you will see four tabs as follows
- Click on the Custom tab at the end
- In the following page you will have fields to enter a date range
- In the From fields select January 1 2014
- Click on the Get History button
- After a while the page will refresh with your data. Scroll down to where the table is located starting with 1 January 2014
- Take a note of the fact that the table has a number of columns, with the last one being for Events. It is in this column that you will be able to identify Hailstorms by finding the term Hail. For example, the first hailstorm in this example occurred on 15 November 2014.
- Now scroll down to the very bottom of the table and click on the Comma Delimited File link
- Use the generated file to import into Excel or whatever software you wish to use.
Obviously this is a little tedious. However, this site does also offer a Weather API that may or may not meet your needs.
Hopefully you find a better solution. Perhaps you could contact the Italian Meteorological Service?