The result from Verifying the Email - Email Checker for '[email protected]' is
BAD The mailbox doesn't exist.
Assume this is a fraud attempt.
This may be caused by the noreply portion, so this method is not conclusive.
I called HMRC and they've confirmed that the e-mail is authentic, also suggesting that I ask my company for more details about what's happening.
Maybe also a personal appointment can be arranged at 'The Post Office' to clarify matters that can't be done online.
As an Italian, you are probably registered in the Registry of Italians Resident Abroad (A.I.R.E.), which should confirm since when you have been living in the United Kingdom explaining why there is only one address.
General rule #1 is not to give out personal information over the Internet.
This could be used by others to impersonate you
'I hereby request, with this varified proof of my identity, that all my money be transferred to the following account in the Caymon Islands... '
You should ask your employer, who uses this Tax code (PAYE) number, if everything is correct.
They will probably have a better contact with the HMRC who could determine if this requst really came from them or is a scam/fraud attempt.