I understand how you feel...!
I too lost a gold omega seamaster megaquartz in the mail, but I was luckier than you.
During the purchase I instructed the seller I wanted international signed for shipping + insurance.
He quoted the amount and I paid it, turned out he forgot to do this when he got to the post office...!
He reimbursed me as obviously it was his error.

I've noticed most e-bay sellers wont ship to Italy unless it is insured and signed for....
Some also don't mail to Spain?