If you take HRE territory, use your magistrates to leave the hRE or you'll get stab hits from the Emperor demanding "his" territory back.
questions
2) how do you basically diplo-annex, in DW, everytime I try that I basically get very unlikely from the diplomatic action? mostly against the French minors that I force-vassalised some time ago
I take it you're not actually going to war in Italy, right? Seems more logical to go Holy-Warring.
There is no point to war in Italy before Italian ambitions And then, DoW everyone, occupy it all and annex as much as you can in 1 day on pause...
... but only if the mission gives a nice infamy reduction along with the cores. I actually forgot if this is the case.
he could conquer rome for the bonus I guess
No, because he's planning to stay catholic, so no "Conquer of Rome" bonus.