I didn't know the Papacy could be transferred to Brazil, that's so cool! I hope there's some kind of flavour event or decision if this happens when you're Brazil.
Yeah the pope can escape to any (non-socialist) Catholic country. List of countries is Austria, France, Spain, Portugal, Ireland, Germany, Brazil, Mexico, Peru, Argentina and Poland.
There's a rather fun path within the Socialist Republic of Italy focus tree. Where after doing a few pop-ups and some careful choices, you can throw out the Syndicalists and get Giuseppe Garibaldi II in charge & then unify Italy the way his Grandfather would've wanted.
fairly sure Giuseppe Garibaldi Jr is Kaiserredux content, and this video is about normal kaiserreich. unless I am wildly mistaken and "Vanillia" kaiserreich also added him.
I am quite sad that they renamed the Mussolini focus tree using the real life names... It is okey that he is basically the same man that in OTL, but was so interesting point of divergence that in this universe fascism never existed and, instead, there was its socialist version in totalism and National syndicalism. Seems like rewriting history to put it everything in the same spot