Weird one. Obviously noone is called Australia or New Zealand or Indonesia either, which you are not concerned by. But, in response to your question, what about the Italian writer, Italo Calvino?
Has anybody in the History of the Planet been named "Italian" as a 1st name or Surname??

There is Johnny English, and French Stewart, for instance.
But I could not find One instance so of this Title used for the name, "Italian" on Google!
Can You?
I'd be surprised if some guy somewhere hasn't legally changed his name to "Italian Stallion".

Weird one. Obviously noone is called Australia or New Zealand or Indonesia either, which you are not concerned by. But, in response to your question, what about the Italian writer, Italo Calvino?
What you really mean;
Australian, New Zealander, or Indonesian.
There is Johnny English, and French Stewart, for instance.
But I could not find One instance so of this Title used for the name, "Italian" on Google!
Can You?