Good question. 

If the plans for Italy are made after your departure from the UK there's no need to have informed them in advance while in the UK.

So you can inform them of your first port of call and then make it up as you go along.

"I'm going to Spain, then maybe somewhere else". The fact that Italy's in Shengen (open borders) makes the matter even simpler.

This is not something that I had considered doing, but lets say I visit Portugal, then Spain (as I have informed my PPU) but during my travelling decide I want to fly to Italy and then return to Spain as planned? I cannot inform any UK police station while away and it would appear to be a breach of the SOR conditions, but it is not stated anywhere to say if this is illegal or not.