Upvote:1
It's certainly legal. She'll need to have a plan to get back to Italy without traveling to the US in case the visa is refused. She'll also need a place to stay on Canada for as long as a few weeks while the application is pending, of course. It might be simpler for her to use her existing flight reservation to return to Italy. If she doesn't want to stay more than 90 days for her second visit, she could even return on the VWP, though it might be safer to have a visa.