Nice to hear from you again.
I highly doubt that your plan is going to work. As you already pointed out you can't travel to the Netherlands legally (in general, asylum seekers are not allowed to travel). But you will have to get in contact with authorities (like registry office) if you want to marry. I don't think it's going to be possible to marry if you are residing there illegally because authorities will try to deport you once they found about it.
As far as I can see it would be the easiest option if your fiancé comes to Italy and that you try to get married there.