Ok, i will try to find this information.
And thanks for your help.

Thank you very much, Elizabeth & Peter!
I will try to contact "Researching Russian Roots" archives to find out more information about Kotova-Azolina.

By the way, is it easy to locate people with specific surname in the whole Italy? Wouldn't it be hundreds or thousands of them?

Oh, sorry.
I used to say "here" for Moscow. Yes, I do live in Moscow, Russia too.
I'm just trying to figure out, how to get any information about Mercoli moved to Odessa that years.
Actually, i'm not even sure about the spelling of the surname. It sounds like "merts o lli" and i'm not sure how was ...

In 1921-1922, Italian family of Mercoli (Merzoli?) moved to Odessa, USSR.
17 January 1923 a girl Emilia was born in this family. Her parents were lost, we don't know much details about them, and Emilia was sent to children's home. She was adopted by a woman from Moscow with surname Kotova-Azolina ...