My Grand-Grand Father Domenico Calabrese came from Italy (south Italy) to Venezuela, I don't have the exact date nor the ship, but I estimate he travels from 1880 to 1900. We think he traveled with some children's since he was a widow. Where do you think I might find him with his sons on a passenger list? do they Italian people traveled direct from Italy to Venezuela or they stop in any other port at that time. He then got married in Venezuela, but we have no other information. We estimate he might be born in 1845.
I would first check immigration records. They would contain valuable information on your great grandfather. I would also search ship manifests but you would need dates of sailing or ship name to do so. Also death certificates would assist with invaluable information that may answer a lot of questions.
On Ancestry.com I would check for manifests of ships that sailed from Italy to Venezuela and possible years, or do a google search of your Grandfather's name and include ship manifest for leads. In searching for unknown I would need some known information, that is also why I suggested death certificates. Plus I would look at Italy's ships that sailed to Venezuela in time period in question.