yes Roma, Lazio is acceptable even though not ideal.
If perfecting this further gives you an headache please disregard and focus on other things more important to you and to us ! 🙂
Just in case you’re interested I’ll try explaining a bit more.
As you can see in the attached WUnderground page (which points to the same station I have set in OS) up at the top left you see “Roma, Italy” which is the same string you just stated.
The problem with “Roma” is that’s the name of a large town, but also the name of a so called “Comune” which is an even larger area including some smaller boroughs, and also a “Provincia” which includes many smaller “Comuni” and is a very large area (5,352 km² 🙂 ).
So ideally the string that would be perfect is “Spinaceto” which is a small subsection of the city of Rome (you see it between Roma and Active advisory in the attached picture. Not quite sure as to where it comes from and wether it can be extracted though.
Please also not that for reasons I cannot understand the METAR station in the picture is Ciampino (LIRA) !!! I see no way to customize my wunderground profile and tell it to use LIRF instead (Rome, Fiumicino) which is much closer to my house.