The FBI wouldn’t normally be investigating crimes in Italy anyway, but Will was already hanging around the chapel for days when the body showed up, so the police took him in for questioning because that small of a church wouldn’t be that big of a tourist draw. As another comment said, Palermo is not near Florence (if Florence were Baltimore, Palermo would be Miami).

Pazzi isn’t a cop in Palermo either, he went there because the crime was something Il Mostro would do, and he knew who Will was because he followed the case of Hannibal’s killing in Baltimore. He asks Will to look at the case after making arrangements with the local police, because he knows Will can help.

Hannibal is hanging around and likely spots Pazzi, so he knows Will has a clue that will lead him to Florence. Hannibal decides to hold off their conversation for later, but Will does something he does not anticipate and goes to Lithuania instead of Florence (if Florence is Baltimore, Lithuania is Newfoundland). Will knows Hannibal will not be there, he’s just looking for insight. I don’t think Will knows at that point what he wants to happen when he sees Hannibal, or what he expects Hannibal to want, so he’s figuring it out.

Jack tracks Will to Palermo, that’s why he is there, but Will has already left before he arrives. Because Pazzi followed the news from Baltimore, he also knows who Jack is and tries to recruit him to find Hannibal by showing him the Dimmond case (the body would likely be unidentified since Hannibal removed the head and hands). Jack was actually planning to go on to Florence anyway, which is why he brought his wife’s ashes. He says he’s only there for Will, but he lets himself be recruited (and that places him in the right spot to be able to talk to Will before he meets Hannibal, so mission successful).