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Hello. This should not be an issue. Show them your documents and say you were abroad and did not have the opportunity to collect the card. Whats can happen is that they can register you as a tourist and not as a resident if the protocol is expired but normally this doesn't happen!

You can always pick up your card once you arrive in BR and Ofyi the Federal Police does not post RNM cards you have to pick it up in person.

Good luck.

07/06/25  Therefore, I have not yet had the opportunity to collect the phisycal RNM card. I asked SISMIGRA to post it to me in Europe, but they never replied back.

I have all supporting documents showing that my visa is valid and my immigration status is regular.

Do you think this could be a problem at the Border ?

Thanks everyone - @Gabriele Valloreia

I don't think that you'll have a problem.  You should be admitted on your DN visa, but at the very worst you can be admitted as a visitor, and as an Italian citizen you benefit from a visa waiver.

The PF will never mail a CRNM anywhere:  it must be picked up personally, either by the holder or by someone who has a Power of Attorney ("Procuração") from the holder.   The card may still be at the PF office, and you should go there as soon as you can after arriving in Brazil to pick it up.  After a certain amount of time unclaimed cards are sent back to Brasília for destruction, but there's a good chance that after only four months, yours is still there waiting for you.  Best of luck.