Missing accented letters when using linked text from Word and paragraph styles (italian text)

This comes up from time to time:

Go to Preferences, Type, and un-check "Enable Missing Glyph Protection" to fix this; then try again.

Well, my ideas all involve making changes upstream, in MS Word. One of the many reasons I oersonally don't trust Word is that it will happily substitute fonts without informing you. So if you select a font that doesn't have e-with-acute or e-with-grave, and then you type that accented character on your keyboard, Word will put in an accented character (or sometimes just a combining accent) from a default font with broad coverage, like Arial Unicode MS. I'd go highlight one of those dropped e-with-acutes in Word and hit Control-D to see if it was really set in the font that I thought it was. 

Generally, all of your possible fixes involve going into your Word doc, making some changes (I'd start with "pick a different font, one known to have these characters"), resaving, and then updating the link in InDesign, and seeing if those changes resolved the issue. If that doesn't work for you immediately, I'd suggest sharing a sample Word file here, as you shared some screenshots in your initial post, so that we can try to figure out exactly what is wrong with your Word input file that is causing character drops in these extremely well supported, commonly found accented characters.