Was your husband actually raised in Italy or is he really Italian-American removed from Italy by a few generations?
Madonna is not actually used as a name in Italy. It is one of many examples of a word in a particular language which only became a name in other languages. In the 19th century when
Madonna was first used as a name in the United States, Italians were the LEAST likely ethnic group to use it. It was somewhat popular among French Canadians -- a lot of people have the mistaken idea that the name is Italian because the singer's father was Italian-American and her surname is Ciccone. But she was named after her own mother, who was of French Canadian ancestry.
Anyway, to me this is very inauthentic if you are looking for a real Italian name and so I would not use it. There may be a very few girls named
Madonna in Italy since the singer has become a huge international star, but I would suspect most people in Italy look down on anyone there who has named their daughter
Madonna.