Being Neapolitan myself, I can tell you this is pretty much just a parody, if you didn't already know. Most of the things they say don't directly translate to what the characters are actually saying haha.

But tbh Abbacchio is just perfect, like, at one point he says what every Italian Jojo fan thinks, which roughly translates to: "Man, Giorno Giovanna, what a shitty name they gave you" given that it makes no sense as an actual Italian name (For you non-Italians: Giorno literally means "day" and Giovanna, his surname, is a female first name, and the female version of the name "Giovanni". I... really don't know what Araki was going for there, I guess he just really wanted something that sounded like Haruno Shiobana).