I'm not entirely sure how things in customs work in Italy, but I would imagine it's no different than here in the USA. Quite simply, it's a numbers game - some packages get checked, some don't. If yours does get checked and the substance seems suspicious then you might end up one of the unlucky ones, but there is no way they can check EVERY package that enters the country.
Also, you might want to find out how discrete these company's shipping methods are. Some are definitely more "Creative", shall we say, than others. I have seen things labeled as incense as well as a host of other interesting "Customs illuding" techniques used. (I am purposely not going into detail here!).
Also, bare in mind that the Ephedrine was most likely (I presume) blatantly packaged and labeled as something humanly consumable. Research chems ARE NOT - After all, you're certainly not going to be using them for anything other than "Research", right?
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"I dislike the drug you are using, but I would defend with my life your right to use it."
- Paraphrase on Voltaire
"He who makes a beast of himself gets rid of the pain of being a man."
- Dr. Johnson
"We do not sense imagination enough to sense what we are missing."
-Jean Toomer