When the pinhead henchman drops the cage of little people, they are seen completely escaping; yet a moment later they are seen escaping again from a different angle.
No-one would sleep in chain mail.
Even though modern Italian state did not exist until 1861, the region corresponding to it has been referred to as "Italy" since Roman times. And during the setting of this film, they would've spoken a form of Italian. And they would've been referred to as Italian-Speakers or Italians. Also, between 800 A.D. and 1806, there was an entity called the "Kingdom of Italy" which consisted of mostly of Northern and Central Italy except for Venice. It was one of the three constituent kingdoms of the so called Holy Roman Empire along with Germany and Burgundy. They were nominally ruled by the German Holy Roman Emperor, but in reality, central government was usually non-existent so the "Kingdom of Italy" only existed on paper. Still, "Sir Anthony of Italy" would not have been an incorrect title.