I am somewhat confused, if you were insured and got your money back, then where is your problem? Did you not get all your money back, if not then what where you insured for?
As you are unhappy with AZ then simply book another airline.
I also have had occasion not to be able to use flight tickets at the last minute, in my case with non refundable tickets, however I was insured and was refunded that way. I have not however used Alitalia but the principle would have been the same with any airline.