[pxl_rip]

So you basically said that the watch box is empty, and not the whole shipping box. that inside the shipping box only the watch package was there, not the watch itself.
I'd say you still have hope to do this. They are not denying anything, just asking for photos.

I have a question though. I'm from Italy too, and was looking for similar item on amazon.com. for a 2000$ item, there was like 300$ of additional "possible" fees. It's called "estimated import fees deposit".
Did you have to pay them? Does that ensure that you won't have to pay anything upon delivery? Will they refund even those fees if the refund is succesful?

Yes, you have to pay them and based on what I know when amz refunds an order also fees are refunded.