A UK style guide's advice
The Oxford Guide to Style (2002) addresses this problem as follows:
Occasionally it may be necessary to indicate italics in text that is already italicized, especially in titles or foreign text. In this instance the opposite font—roman type—is chosen:
[Relevant example:] La Physiognomie arabe et le Kitâb al-Firâsa de Fakhr al-Dîn ...
At Grammarbook com, https://data.grammarbook.com/blog/quotation-marks/italics-vs-quotation-marks/,
Nori K. says: August 24, 2014, at 5:07 pm My understanding was that, the first time you use, say, a term of art [edit: i.e. a specialised word/phrase, name, etc., or one that has a meaning or significance different from the usual one], you set it off in ...
There is no right or wrong in this. In many cases, the use of italics for such latinisms is merely a matter of editorial decision. Similarly, you may make your own decision. What matters most is that, having decided on your style, you adhere to it and do not swing from one to the other in the same communication.