how to PROVE someone DIDNT renounce italian citizenship?

[Raebogetto]

Hi there!
My maternal great great grandpa was born in Italy came over in 1904 and had my great grandpa in 1916, according to the 1920 Federal census his status of citizenship was he had papers (from my understanding that meant he started the process). However no one, including the US government, can find naturalization paperwork. He died in 1959 and I don't think he ever renounced his Italian citizenship, that I can find. Even if he did it would be well after my great grandpa was born. We have all of the marriage, birth, and death certificates to bring to the Italian consulate that are translated EXCEPT his naturalization paperwork because no one can find it. What's the next step? Thank you!