IOTL, after the capture of Rome by the Italian army, Pope Pius IX refused to yield his claim to the entirety of the Papal States. The Papacy and the Italian kingdom would remain at odds until Mussolini came to power.
What if things got worse?
Instead of becoming the Prisoner of the Vatican, Pope Pius IX was murdered by an Italian nationalist either shortly after Rome falls or during the capture, declaring something to the effect of ''all who stand in the way of the fatherland will end the same way'' when he's arrested.
Exactly how badly could that mess up Italian-Catholic relations in the future?
Meanwhile, Kulturkampf had just begun in Germany.
Would the Papacy relocate?