Nobody was obligated to work on nuclear matters — it was not something you were coerced into doing in Germany. Certainly not non-Germans and non-Austrians — I don't know of any cases of Italians playing a big role in the German nuclear work. (In the USSR, it was a little more complicated. It is just of note that if you want to use experts without their full consent, it is very tricky. The Soviets had ways of doing this and still guaranteeing good output, but it required having a very elaborate system of punishments, checks, etc., involved so you could detect if they were not doing their job correctly or adequately. The Germans did not have this system, and neither did the USA, both of whom assumed their experts were working earnestly on the problems assigned.)

I don't know anything specific about the Majorana case but apparently he went missing in March 1938. That is too early to be about nuclear fission, which was only announced publicly in early 1939 (it was basically hypothesized by Meitner only in December 1938), and the German research program (the first Uranverein) did not start until April 1939. The timing doesn't work out very well at all; it seems very unlikely it would have anything to do with his disappearance — it seems like the kind of thing we graft backwards onto the past without realizing how unlikely these things were considered at the time.