"And to think that it was Melville's debut feature, and shot under 'unusual' circumstances at that."
Certainly the detachment and heavy stylization are reflective of his later works, but the constant streams of monologue and narration from the protagonist seemed to be stuff he dropped. He really learned to use silence, especially in the late 1960's.
And to answer the O.P., he had a fiance back in Germany but he dumped her when she tortured an insect that bit her.
They're funny people, the Italians. Culture really isn't their thing.
Was it really his fiance though? He says something along the lines of lots of other people hanging around, which even back then would be strange for someone engaged to be married?
The girl was "almost" his fiancee. I got the impression that Werner was going to ask for her hand in marriage but found her apparent delight in torturing insects so repulsive that he changed his mind. He said something to the effect of "luckily she had many other suitors" to his hosts, and then changed the subject.