Option 1:
AZ to DL Flight at LHR (connection time of 1 Hour, 45 Minutes)

Option 2:
AZ to AF Flight at FCO (connectio time of 2 Hours, 5 Minutes)

I had a hard time finding if AF and AZ are in the same terminal at FCO.

At LHR, I know all skyteam airlines are in the same terminal. I am guessing I would not have to clear customs at LHR but wasn't sure.

It's hard to help you without knowing your departing/arriving airport.

I'd say go with LHR, but do tell us where you're inbound from to help out a bit. FCO is a bit of a mess (not hard to get around, but a bit unintuitive the first time), and LHR T4 is very simple. You would just use flight connections, so no need to clear immigration (the big timewaster) or customs. You would, as usual, re-clear security, but the MCT for AZ-DL at T4 is one hour, so you should have plenty of time to do what's needed, even if delayed. (Plus you'd get to check out the awesome ST lounge.)

Your routing isn't clear to me here, would it be Italy-LHR-America in the first case and xxx-FCO-France in the second?

These are choices on a DL award ticket with the lowest mileage in J, hence the not so direct routing

Option One;

LIN-LHR (AZ) / LHR - BOS (DL) / BOS - DTW (DL)

Option Two:

LIN-FCO (AZ) / FCO-CDG (AF) / CDG - DTW (AF)

I'd go with the ST hub, CDG, in this case option two, better transit before the long haul.

I'd much rather layover at LHR than have to deal with both FCO and CDG. Spend a bit of time in the lounge at LIN (not been to the lounge as I was only FO at the time, but it's in a nice location and LIN is a nice, smaller airport), check out of the Schengen zone to fly to LHR, chill in the SkyTeam lounge, and fly back to the US. LHR will be easy to transit simply because there aren't a ton of transit passengers at T4.

Another advantage to booking LIN-LHR-BOS-DTW is the free PM changes. If they open last minute J space at low on one of the LHR-DTW flights, you can cut out a connection. I guess you could do that with FCO-DTW, too, but if you're flying on one of the days that there are two LHR-DTW flights, your odds are better.

I would definitely choose option 2 via CDG :
- to avoid the hassle of a connection intl to domestic in the US which is always uncertain
- to avoid LHR, which is notoriously known for its congestion and delays