In general, since keyboards for different languages/countries differ, it's not always possible to provide consistent and easy-to-access shortcuts that are the same. But Adobe hasn't always paid as much attention to other languages, it seems.
You can change the shortcuts for your language by editing the file TranslatedStrings.txt: Some of the shortcuts don’t work with my language version or non-English keyboard—can I fix it? - The Lightroom Queen
In this particular case, the Italian shortcuts are a mess:
Shift + Z:
"$$$/MultiMonitor/LiveLoupeShortcut/Mac=Maiusc + Z"
"$$$/MultiMonitor/LiveLoupeShortcut/Win=Maiusc + Z"
Shift + M:
"$$$/AgDevelopShortcuts/Enter_Radial_Filter_Mode/Key=Maiusc + M"
"$$$/AgDevelopShortcuts/Rotate_right/Key=Maiusc + M"
Shift+Z is used for both for viewing the radial filter panel and for entering Loupe from the second monitor. Whereas Shift+M is used both for viewing the radial filter from the second monitor and for rotating the image right.
I changed Enter_Radial_Filter/Key and RadialFilter/Key to be Shift+P, and it worked consistently on the primary and secondary monitor.
I suggest you file a bug report at the official Adobe feedback forum: Photoshop Lightroom | Photoshop Family Customer Community