The name does not appear in any of my victorian records - I would presume they were RCatholic thus name unlikely to appear in IGI - as Brian said the Bregazzi family arrived early on the Island
Bregazzi S, 46 Duke st carver and gilder by 1848 - after this descendants ran pubs shops etc eg 1861 Queens Hotel 1861 - Bregazzi, Felix (Leech's Guide 1861)
1863 - Bregazzi, Felix (Thwaites Directory 1863).
That there were other Italians is also apparent eg the mysterious Mr Rome - also the Canepa family (see http://www.ee.surrey.ac.uk/Contrib/manx/fulltext/rm1857/canepa.htm) from c.1840 - in all cases it was Douglas