I recently priced out a similar ticket from Montreal for my next trip to Sicily. In my case, I am doing Rome - Florence - Sicily - Rome. I ultimately chose a KLM routing, via Amsterdam each way.
Lufthansa has now introduced paid seat selection for its international tickets, charging a fee for each segment. It was a deal-killer for me.
For the domestic flight from Firenze to Catania, I am flying direct on a Vueling flight. Acting on a good tip, I booked this flight on Iberia.com and was able to get the international baggage allowance of 23 kg. included. This trick is good for all Vueling flights operating within Italy.
For the return from Siracusa to Rome, I opted for the overnight train (12 hrs, downtown to downtown) -- it made more sense to me that way, then getting to Catania Airport to fly. I detest RyanAir and their paid baggage allowance is max 20kg per bag - so avoiding the hassle and total cost of flying + one extra night has more than made up for the Trenitalia ticket price (for a first class sleeping cabin).
A friend who is starting the trip with me, opted to do like the OP, returning from Catania (first segment with Alitalia to Rome). This cost her about $200 more on her international ticket. I simply wanted a few extra days in Rome at the end of my trip. The advantage my friend has is that should a strike affect her flight out of CTA, the rest of the journey home will be protected on her ticket.