Avignon? It's got precedent...
Given how anti-clerical France was at the time and was to get even later (with the seperation of church and state a generation later). You think an eventual Republican govt. would let him stay there?
I say Malta. Extremely Catholic, offered several times as a refuge to Leo XIII if he left and the British, despite being Protestant and in favor of the fall of Rome and the loss of Temporal Power, would be able to play the Protector of the Pope to their millions of Catholic subjects/citizens.
Other options: Fulda/Cologne (offered by Bismark), Salzburg/Trent (offered by Austria-Hungary, somewhere in Spain and possibly Brasil, Argentina or Peru.
He had a lot of options actually. The Italian Govt. was actually AFRAID he was going to leave because it would have undercut their proclamations to the world that the pope had complete freedom in a united Italy.