I don't really follow it too much but is this the first instance of an Italian ship in Azur Lane?
Pretty much. Couple of months back during the Bismarck events, one of the ships you can acquire there has a skill that boosts her damage against the Italian-faction ships, and back then there were no Italian faction ships.
Gotta say, that's a very slick uniform and poofy hat she's wearing.
From the teasers of the Sardinian/Italy-faction ships that were posted the past few days, it looks like the faction would have some pretty slick uniforms. Almost Ironblood, but probably minus the animalistic riggings is my bet.
Carabiniere. Wiki doesn't even show any information on the ship at all.
Well, the English wiki doesn't. Yet again, the Regia Marina is basically ignored in Anglophone sources in general - the Italian page for Carabiniere is pretty long, if not incredibly so.