In the UK you'll be given "Own navigation to.............(point on your flight plan). The understanding is that you'll route direct to that point, and pick up your flight plan. Normally given after extended vectoring.
If the chap in Italy gave you "own navigation....(point at end of the flight plan) then it's his own fault for using phraseology which was ambiguous. If in doubt what he could / should have said "Route direct....(posn).......then flight plan route" (or similar).