Ok, I've restarted my party with Italy.
I annex ethiopia,
I support the nationalist in the spanish civil war.
I make strong military promess regarding Austrian independance, and danubian alliance.
I annex Albany
At the time of the Anschluss, I was allied with Austria, and I have put strong forces in the germano-austrian border. I have also a division in Vienna.
Even with this military presence, Austria accept the anschluss after a nazi putch in vienna. (I think that my Italian army could have disbanded the nazi putchist... but well... Perhaps that austria feared that austrian citizen was killed even if they wheres nazi...).
After that, germany annex the suddeten after munich treaty, thanks to my anti-german Italy that have suggested the munich conferency. etc. etc.
When the war started in sept. 39, Italy stay out of the war, but when in 1940 germany Dowed belgium, netherland and luxemburg, Italy Dowed Germany.
Italian army have an easy time to liberate austria, but was stoped in Bayern.
Italy liberated Austria, it's old ally, and thus keeped it's promess... War continue with Germany but in july 1940, a strange event fire :
1940-06-17 : 10:00 July 18, 1940 : Austria went with OK in Sudden change of Government.
1940-06-17 : 10:00 July 18, 1940 : Germany went with Establish the province of Ostmark in Austria Couped.
1940-06-17 : 10:00 July 18, 1940 : Germany annexed Austria.
I think that the Anschluss trigger must be reviewed with the possibility in mind that Italy have keeped it's danubian politics.