Locarno is a nice place and a nice airport too. May I suggest you (if you and your plane are both IFR) to fly IFR? Crossing the border to Italy from Switzerland in VFR you wil be required to maintain no more than 1000/1500 ft. AGL all over northern Italy.
From Locarno you could make it to Perugia and then Salerno. I suppose this would be the best route to reach southern italy and then Malta.
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