I don't undestand well your problems, it's all quite complicated!
BTW if you have an unlocked phone I think it's the best solution to buy a prepaid card.
Wind could be the cheapest and best solution, but unfortunately it has quite bad coverage along railway tracks, expecially where there are many tunnels (which are not covered yet). So if you plan to travel mostly by train and need data there I think TIM or Vodafone would be better.