I will not be able to install Apache as am not capable of doing so at this time.
All I need to know, if it is possible, from your end is the followings:
If you password protect a directory, and then you add the "ErrorDocument 401 http://www.google.it" code than you try to access your link can you replicate this issue? Will you be redirected or just properly asked for credentials?
Once you confirm me that you are able to replicate my same issue I will try to ask proper Apache forum or support.
This is all I can do. All this in order to understand why this happens.
As for my I will definitely use local document for 401.
I only wish to understand and complete what I started researching.