It's the "Dio cane" that gets him in trouble. They went mad over all of the religious one in recent times; porco Dio, porca Madonna, Dio merda, Dio bestia, and so on.
In UK English my best comparison would be saying something like "for God's sake" (not generally considered swearing but also not nice), more commonly "for fuck's sake". I can't think of anything we have that is similar.