Hi Giorgio,
If you have only a handful of item sales tax groups - as you seem to have - with a limited number of related sales tax codes you can leverage the excel addin.
That is often faster if you have to do the setup for a single new company only.
In the Excel addin you can select the designer - say add table - and select 'Sales tax item groups - TaxItemGroup'
Please add this is a new worksheet.
Refreshing the data for this table will give you the combinations of all already setup item sales tax groups and linked codes in for all companies.
Add your new ones and publish the changes.
That's the fastest way in my opinion if you don't have millions of data to upload.
Would be great if you could test and let us know whether it resolved your issue.
Best regards,
Ludwig