> We are planning to make a trip from Fuessen to Zugspitze and Innsbruck, but then we proceed to Bolzano and stop in Trento.
You can do this also by public transport. I.e. trains plus bus from Füssen to Reutte.
> I can't find out a rental car in Fuessen
None of the big car rental companies have a branch in Füssen.
> and definitely there's no clear statement about the possibility of dropping off the car in Italy.
With some more expensive cars they won't let you drive into Italy at all. But the big rental companies allow normally international drop offs. The fee for this can be however quite prohibitive as the car has to be driven back to Germany by an employee.