Dunque, per il momento ho risolto il problema così:
`begin{document}\frontmatter
\setcounter{page}{3}
\fancyhead[O]{\textsl{\small\hfill\nouppercase{\leftmark}}}
\fancyhead[E]{\textsl{\small\nouppercase{\leftmark}\hfill}}
\fancyfoot[LO,RE]{}
\include{Indice}
\include{Introduzione}
\mainmatter
\fancyhead{\textsl{\small \chaptername\ \thechapter\hfill\nouppercase{\leftmark}}}
\fancyfoot[LO,RE]{\textsl{\small\nouppercase{\rightmark}}}
\include{Capitolo_1}
\include{Capitolo_2}
\include{Capitolo_3}
\include{Capitolo_4}
\fancyhead[O]{\textsl{\small\hfill\nouppercase{\leftmark}}}
\fancyhead[E]{\textsl{\small\nouppercase{\leftmark}\hfill}}
\fancyfoot[LO,RE]{}
\include{Conclusioni}
\fancyhead{\textsl{\small \appendixname\ \thechapter}\hfill\nouppercase{\leftmark}}
\fancyfoot[LO,RE]{\textsl{\small\nouppercase{\rightmark}}}
\appendix
\include{Appendice_A}
\include{Appendice_B}
\fancyhead[O]{\textsl{\small\hfill\nouppercase{\leftmark}}}
\fancyhead[E]{\textsl{\small\nouppercase{\leftmark}\hfill}}
\include{Bibliografia}
\end{document}`
Lo so, fa pena, però funziona… Naturalmente si accettano consigli…
S.B.