Applying for visa from third country

Hello I just completed my application for my L visa and set up a time to go in person. I think I messed up though I have a US passport and am going to be in Milan and wanted to go to china from there so I filled out my application through the Milan Chinese consulate and also made my appointment there. But now I am reading that If you are not applying for a visa in the country of your citizenship, you must provide the original and photocopy of your valid certificates of residence or valid Italian identity card, or other valid certificates of legal stay provided by the relevant authorities of the country where the Visa Centre is located.(European Union citizens must provide a valid certificate stating the residence in Italy or a valid Italian ID card, non EU citizens must provide a permit of stay “permesso di soggiorno” I don’t have any of that I just have my passport what should I do