yes Brazilian cant go to some European countries, but they can Travel in Schengen freely. Thats why I mentioned that if he wanna travel Schengen then no problem but For other EU countries may he needs visa.
No need to be worry , You can present both passports in EU let them decide what they wanna do , Because on Brazilian passport also you can get visa free access In Schengen zone and with Italian passport also . They will make exit stamp on Brazilian passport only because you already got entry stamp in Thailand .
Yes , you can go and just you have to keep phone number of any university authority , sometimes Secondary immigration ask for their number, so be prepared. I was in same trouble, When i went again on 2 months tourist visa . In any problem you can direct tell them that please you can talk with my teacher , I have some important work at my university or collect certificates, but you have to discuss everything with your teacher first and keep all the required documents like hotel booking ,cash and return flight ticket they check this all this things in this types of cases and dont tell that you are staying here for more than 15 days.
Whenever you want to change your visa category or extension or long stay or marriage or employment, easiest thing for western people is to go neighbour countries and apply new visa with proper list of documentation with new category rather than staying in Thailand doing drama with all the immigration officers of Thailand.Sometimes you have to pay extra money for special services you know 😁