Well, if you select Italian audio for the entire film, there are no subtitles available.
If you select English audio, then there are subtitles for the small sections that appear only in Italian.
Dorado says that there were several scenes that were never dubbed into English, so those scenes appear in Italian with English subtitles. But, otherwise, English subs are not available while watching the film in Italian.
As an aside, all of the scenes that they claimed were never dubbed into English were definitely dubbed into English.
I have them on an old fullscreen DVD-R of the film. Plus, a few of the lines appear in the trailer which is on the Dorado disc.