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There doesn't seem to be much information on which units he was with specifically. All it mentions is he attended the Pinerolo cavalry school, was assigned to a tank unit that served on the Eastern front and was sent to North Africa in an armored car unit after that.
I heard that he served in Savoia Cavalleria on the Russian Front and in the Lodi Cavalry Rgt. in Tunisia. While deployed on the Eastern front, he was pulled out as soon as the situation became way too hot. He might seem one "with the right connections", but actually he did see some actual combat in N. Africa.
Despite his grandfather's connections and will to keep him at home, Gianni Agnelli made every effort to be enlisted. After the war, he recalled: "Qui da noi si dice: i bravi ragazzi vanno a fare il soldato, solo i buoni a nulla restano a casa" = "Here we say: good guys go to enlist, only good-for-nothing stay at home".