The image you posted is from another site and another sculptor. Two completely different interpretations. The theme of Lyric Opera is a common one across Italy and Europe but the point is this soldier was in Palermo so the opera is the only place that photo could have been taken.
I may have misunderstood you. You are not stating that these are the same statue, correct?
Unfortunately, "across Italy and Europe" is a fairly large expanse, so doesn't really answer the question of where this statue is.
Also, since some lions are sculpted without any attempt to tie to that theme we cannot conclusively state that the one in question is meant to, correct?
It would be easy to dismiss this and just claim it's a lion from Palermo because it was the first one that jumped out at us.
The challenge is to identify the specific statue and location.
Don't give up so easily.