where are you come from?

a) 1st of all, 'where are u come from?' doesn't make sense. i guess it's either because he's italian who doesn't speak great english or u misheard what he said. the actual sentence should be 'where are u from?' or 'where do u come from?'

b) usually it would mean which country u're from, because how would he know u were transferred from somewhere? anyways the normal response is to answer which country u're from. (in ur case, hong kong)

c) if they _did_ want to ask if u where u just came from (say a transfer from somewhere), they would probably ask 'so were u somewhere before italy? (or any place of ur choice), or 'is this your 1st stop in europe?' then u can feel free to say that it is ur 1st stop, or in ur case, that u were in england before italy. or it could be 'where did u just come from?' is another way to ask, it implies u were somewhere else recently, so u can feel free to answer either u just came from england, or it could simply somewhere u have been recently.

To be clear, if you only wait for the flight thru England, then

I am from Hong Kong, transit throught England

If you stay in England for a while before you enter Italy, then

I am from Hong Kong originally, stay in England for a visit and now I am here!

Or simply say "from England", then wait for him to ask you in detail.

The first one is : Which country were you in before(England) you land in that country( Italy)

The second one is: What nationality? (Hong Kong/China)

Where are you from? 指你是什麼地方的人
Where are you come from? 指你是從那個地方來


關卡的人問你, 是由於他要清楚你從那個地方來, 以防有某些有疫症的地方會傳染,
所以你應該答"英國"