A colourful clue emerged in the pages of the left-wing daily paper Il Fatto Quotidiano , with claims that former Premier Silvio Berlusconi was invited to a bunga-bunga style sex party with Nazarbayev in the dictator's home in 2009.
Claudio Barbaro, a former MP in Berlusconi's PDL party, said the tycoon had told him how, after an official meeting, he was presented with dozens of topless young women "dressed only with bits of metal" in the Kazakh's country residence.
Despite being told to take his pick, the media mogul, who was last month convicted of paying for sex with an under-age prostitute at one of his own adult soirees, was unusually abstemious: "Sorry, Nursultan, but my religion doesn't allow polygamy," Berlusconi said.
But that didn't stop him referring to the dictator, who is frequently excoriated by human rights groups for his abuses, as "my dear friend".
The rendition of Ablyazov's family has threatened the stability of the Italy's fragile left-right coalition.
Many on the centre-left believe Angelino Alfano, the Interior Minister and a key Berlusconi lieutenant, arranged the deportation on the orders of Berlusconi. Both Berlusconi and Alfano insist they had nothing to do with incident.
Instead, a senior civil servant in the Interior Ministry, Giuseppe Procaccini, was made to fall on his sword. But within hours of resigning, he undermined Alfano's claims of innocence, saying, "Alfano told me to receive the Kazakh Ambassador at the Interior Ministry and that it was a delicate issue".
Astonishingly, it has emerged that the Kazakh Ambassador to Rome was able to supervise the capture and arrest of Shalabayeva and her daughter from a command centre in the Italian Interior Ministry.
The incident has made Italy a figuraccia - an international laughing stock. Premier Enrico Letta, who is trying to keep the wheels on a lumbering coalition and drag Italy from the abyss of endless recession, admitted as much last week.
"It's embarrassed and discredited us," he said. In truth, shady deals with unpleasant regimes have been the hallmark of Italian foreign policy for most of the Berlusconi era - that is, the best part of the past 20 years.
Berlusconi's close relations with Vladimir Putin provide one source of these concerns. In 2010 it emerged from WikiLeaks documents that the former United States Ambassador to Rome, Ronald Spogli, feared the Russian Premier bought the political compliance of his Italian counterpart.
Veteran political pundit James Walston, of the American University of Rome, noted at the time that the "writing was on the wall" when Berlusconi made a personal visit to Putin's country home in October 2009, accompanied only by his shadowy Russian-speaking go-between Valentino Valentini.
"There were no ministers, no civil servants present. No records of what was said or what personal deals were cut," he said. "That should have set alarm bells ringing." Berlusconi denied the accusations.
Libyan dictator Muammar Gaddafi was another of Berlusconi's good friends. Gaddafi, who was for much of his rein an international pariah, received a series of increasingly obsequious welcomes in Rome from 2008 onwards as Italy sought to cash in the former colony's huge oil and gas reserves.
Relations between Italy and Kazakhstan are also based on more than sentiment. Eni, the Italian state energy firm, is also actively involved in the former Soviet state.
Magistrates in Milan are investigating claims that kickbacks worth 20 million ($33 million) were made to firm up substantial contracts.
Commenting on the Ablyazov case this week, Marco Travaglio, a prominent political polemicist, wrote: "Since Silvio Berlusconi became the owner of Italy, our country has been systematically prostituted to one foreign government or another in defiance of national sovereignty, the constitution and the law."
The closer you look, the murkier it all seems. So in the past 48 hours we've not only learned that the Kazakh Ambassador was allowed to manage the deportation from Rome as he saw fit, but that President Nazarbayev was in Italy, in the Sardinian house of one of Berlusconi's financial advisers, during these events.
Meanwhile, attempts to force Alfano's resignation have crumbled, and Berlusconi's proxy in Government will stay exactly where the billionaire ex-Premier wants him.
- Independent