Good afternoon,
By 1945 most SAS were in the north taking part in campaigns through Germany. The last operation in Italy was Bologna in Mar 45.The SAS were disbanded in Oct 45 so he may have been there as SAS still.
I would read the "not to blame" as meaning he was not the instigator of the incident. I doubt he would have been training an Italian as I doubt they were allowed to be under arms. Most likely he was a rogue soldier who still had weapons and had been in hiding. Then decided to take out a few of the invaders of his country.
John915