Greeks in Italy called themselves "Italiotai". "Italoi" would be the native Italians. So, you can call them as such. The historically correct name would be to call them "Italiotai ex Apeirou", meaning "greek italians coming from Epeiros" ItaloHellenes would be those who would be a mix of peoples like the Mamertines were, Italians who wed with greek women (after disposing of their husbands, when they conquered Messana).
Similarly in Sicily, they called themselves "Sikeliotai" in contrast to "Sileloi" who would be the native sicilians (either all of them or one of the 3 native sicilian peoples). The following
Sicani or "Sikanoi" in greek transliteration,
http://en.wikipedia.org/wiki/Sicani
Sicels or "Sikeloi" in greek transliteration
http://en.wikipedia.org/wiki/Sicels
Elymians or "Elymioi" in greek transliteration
http://en.wikipedia.org/wiki/Elymians
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