As long as the zone number (33 in your case) and the hemisphere are
correct, the projection is the same. The letter for the latitude band
is part of the US MGRS (Military Grid Reference System) and not part
of UTM itself. (See
https://en.wikipedia.org/wiki/Universal_Transverse_Mercator_coordinate_system#Notation)
Your phone app is showing that your coordinates are in zone 33 in the
northern hemisphere, and that is enough information to interpret the
UTM coordinates correctly. Italy is indeed in zone 33.
Since the GPS satellite system works to the WGS84 datum, that's what
you'll get from the spacecraft. I don't know what OSMand does for
datums other than WGS84; I don't record GPS coordinates on other datum
planes, personally, and when I'm dealing with external data sources, I
generally reproject the coordinates before letting them anywhere near
OSMand. (NAD27 and WGS84 are quite far apart in my area, and there
will be considerable confusion otherwise.)