Drive the Adriatic coast

Along the Italian peninsula or through Croatia-Montenegro-Albania?
Both are possible.
In Italy you would drive to Brindisi, then take a ferry to Patras.
Along the Balkan Peninsula the fastest way, on the freeway, runs through the interior so you won’t see much coastline. Also rental car companies often do not allow to go there through former Yugoslavia. In any case you need to request because they might also be restrictions on your ability to load the car on the ferry Italy-Greece.
There are also huge one way drop off fees if you plan to pick up the car in Milan and drop the car off in a foreign country, especially as far away as Greece, as the company would need to reposition the car in Italy.

Aside from the prohibitive costs involved in such a trip by a rental car, October is the wrong time of year weatherwise to be driving on the Adriatic coastline.
This is when the high winds of the Bura move in along with rainy days. The deteriorating weather that starts in October is why hotels, restaurants and tour companies begin shutting down their operations in both Croatia and Greece at that time.