It's complicated :)
If you are a count, then the succession laws for your county will apply.
If you are a duke, then the succession laws for counties don't matter to you and instead the succession laws of the duchy are applied.
If you are a king, same thing.
If you are a king, however, you can hold multiple kingships and each one has a different succession law.
If you are an emperor then that one is separate from your duchy/kingdom.
In any case, it seems that you were a count/earl and then become a duke. First you had one succession law then another one.
Gavelkind is fine for small realms. If you change to elective then you have to start giving land to your sons. If you don't have spare counties/duchies then it's not great.
It's not a problem that you lose a title to a sibling. What you can do is hatch a plot to take it back or just revoke it. Since you're probably in a small realm, the negative hit to opinion won't matter much. If you're in a bigger realm then you should go elective or primogeniture.
Answering as best I can without knowing the full mechanics of succession and exactly how its applied to empires.
In General…
Each kingdom can have it's own succession laws, even if you control more than one - so you can have gavelkind in one kingdom you own and primogeniture for another. A difference in succession laws can mean that kingdoms end up with different heirs, so realms can fracture. What that happens, a game will continue with the heir of the primary title, with whatever other titles he (or she) ends up with.
Because of the above, succession for each kingdom is evaluated independently. The upshot of this is if your ruler has multiple kingdom titles but no Empire title, and all kingdoms have gavelkind succession, you will not lose control any of those kingdoms - since for each kingdom, the title of King will go to the primary heir. However if your ruler had any empire titles (e.g. you managed to become head of the HRE), I think his succession would be handled for the empire as a whole, and the kingdoms owned by the Emperor would go to different sons (or at least I'm pretty sure the de jure kingdoms would - I'm not 100% sure about this part).
In Your Specific Case…
In your case where you are vassal of the HRE, your position is less clear cut. Your kingdoms that are de jure part of the HRE should be bound by HRE succession laws - I'm not sure whether your other kingdoms will be similarly restricted so it might be worth checking. However since you say you have Agnatic-Cognatic Gavelkind in each kingdom, and you don't hold the HRE title yourself, each kingdom's succession should be evaluated independently with the result that each kingdom title goes to your primary heir, while vassals within those kingdoms will be distributed amongst all heirs as you'd expect.
As to why you get the succession warning when Germany is your primary title but not for Italy - I don't know for sure, but perhaps the game only warns you of titles you'll lose within your primary kingdom?
Best Answer
The second "One of these must be true:" is a parallel condition to the holding a viceroyalty condition. I'm guessing this is a mod, as usually the conditions wouldn't just be blank like that, but basically you'd be able to change the succession law because you fulfilled the second condition (currently blank) of the "One of these must be true". The reason you can't change it right now is actually just that second condition of "You must have ruled for at least ten years"