They usually have restrictions as to which countries the cars cant be taken into. From what I have heard they cant stop you from driving into those countries but insurance is voided should anything happen.
I decided with SIXT for my trip I wanted to go from Germany > Switzerland >Italy >Austria >Germany.
Italy was not allowed for the higher classes Luxury and above and also not allowed for Mercedes, BMW, Audi etc were further limited to an even smaller subset of countries except for SIXT. That might have changed now.
Need to check the territorial restrictions from the place you are renting and need to make sure the car and the country you plan on driving through are listed.