OK Lord Samuel, here goes, as short as I can (sorry, my translator's still not working).
The 2 "top of the European Market" scroll saws are (in my opinion) Hegner and Excalibur (there is also Delta, an American brand, but they don't seem to be easily available in Europe).
Hegner are very well made indeed (in Germany) and very long lasting BUT are very expensive for what they are, ESPECIALLY their spare parts. There are various Hegner models, both single speed and variable speed, and the most expensive versions have the benefit of variable stroke. But in all models, to make angled cuts you have to tilt the table. That's true of just about all scroll saws actually, but see "GI" below.
Axminster Tools in UK have a Hegner model which they have "cloned" with their own badge on it. Sorry, I'm having problems right now with their website so I can't link to current prices but based on their 2018/19 paper catalogue (thanks Droogs!) the price of the Axminster Model AT60SS Scroll Saw was 500 UK£. At least one member of this Forum has one and speaks very highly of it.
The other "good European" Scroll Saw goes under various names but I'll call it "General International" ("GI" for short here). This scroll saw has all the features you could possibly want and based on my own machine (it's 5 years old now) both the build and material quality is absolutely 1st Class. It has fully variable speed and unlike any other scroll saws, to make angled cuts you don't tilt the table, you tilt the whole sawing arm together with the motor instead. This works very well indeed and IMO, even if you don't make a lot of angled cuts, this feature is FAR superior to tilting the table and well worth having.
That machine is made by GI, a Canadian company, and is called Excalibur. There are 3 separate models, the 16, 21, & 30. Those numbers refer to the back to front depth of the throat in inches. Although GI has all these machines made in Taiwan, have no fear at all, they really are of EXCELLENT quality and engineering. Machine prices are high (but a bit less than for Hegner) and spares prices are very reasonable. (By the way, GI also make other metal and wood work machines, which all seem to have a very good reputation).
That "same" GI machine is also available under the name Seyco, but I think only in the USA, so no more info necessary here.
There is a company in Switzerland called Scies SA, and amongst other things they make very good scroll saw blades under the brand name Pegas. They are the European importer for GI Excalibur Scroll Saws, but they have recently started selling these machines with their own brand label "Pegas". As far as I can see, these machines are exactly the same as the GI Excalibur range but have a Pegas label on them. No other difference at all. Scies/Pegas will only sell through dealers, NOT direct, and for example the 21 inch model costs just under 1,000 Swiss Francs here. But the same machine bought through the Pegas German dealer Dictum Tools in Munich currently costs €860.
BUT, Axminster Tools also have a version of the GI Excalibur machines, and again, just like the Hegner clone, also with Axminster's own "Trade" labels on them. Again I'm not fully up to date with prices, but the Axminster Model AT 535SS (the 21 inch model) costs 700 UK£ (in their 2018/19 catalogue).
Several members here have that Scroll Saw from Axminster, and they've been discussed a lot here, and they APPEAR to be exactly the same as my own GI/Excalibur machine. BUT just recently, at least 2 different members here have had mechanical/electrical problems with their AT machines. I was very surprised because, as said, my own GI machine is now 5 years old and has not given me one moment of trouble. But on the other hand, Axminster does have a very good reputation for service.
Anyway, if you want to look at Axminster Tools in UK, look here:
https://www.axminster.co.uk/
And if you want to look at Hegner in UK (not sure if you can find them in Italy), look here:
http://www.hegner.co.uk
Not sure if you have a Pegas/GI-Excalibur dealer in Italy, but for me anyway, Dictum Tools in Munich are the cheapest, so look here:
http://www.dictum.com/
And if you want to look at Scies/Pegas in Switzerland, look here:
http://www.scies.ch/
ALL of the above machines are above your price range, I know. But if you want a good machine, these are the ones to go for - in my opinion anyway. If you can't afford to buy any of them new, how about second hand? How is the S/H market in Italy?
Alternatively, I don't have any personal experience of Proxxon Scroll saws, but they do have a good overall reputation, so if repairing your current machine would be too expensive, how about buying another Proxxon, either new or second hand?
The other problem is that ALL of the above machines are pretty big and heavy - much bigger than your current Proxxon. I certainly would NOT want to be carrying my GI/Excalibur 21 up and down stairs every day!
So if you're forced to go back to the idea of storing your machine on a balcony, you do need to make a watertight cover, and it MUST let some air circulate inside the box. And just as Inspector has already said above, ideally you also need a low-wattage light bulb inside. This and air circulation will guard against rust and corrosion on the machine, which WILL come from condensation.
The only other suggestion I can make is that if you're OK with mechanical and electrical things, as Droogs suggests, you could buy a very cheap Scroll Saw (e.g. Aldi or Lidl) and "rob" the motor from it to fit to your existing Proxxon - IF you could make it fit?
Finally, whereabouts are you based in Italy?
I live up in the NW of Switzerland (about as far away from Italy as you can get)! But as you know, Switzerland is a small country, so as it's Autostrada all the way, I can comfortably drive to the border with Italy in about 2.5 hours from home (through the Gotthard and just S of Lugano to the border).
As you know I'm sure, getting around Milano on the Autostrada is always a problem (!!!), so if you live S of Rome I don't think it's possible, but if you're nearer than here than, say, Rome, you're welcome to come and try my Scroll Saw here any time you like - for example I used to visit Ravenna regularly each year and even if Milano was difficult, I could usually drive there within about 6 hours of leaving home (WITH a stop for Espresso)!
Best of luck