Doubt about naturalization record

Hello. I'm researching to see if there is any naturalization record for my GGGF.
He immigrated from Italy to New York in 1904, marriage in 1906 in New York and immigrated to Brazil in 1908.

He is called Alfonzo Francesco Blefari
Date of birth 09/13/1874
He lived at 66 14th Ave, Sea Cliff, NY 11579, EUA

I contacted NARA and they found no records in the indexes for the Federal Courts for the Southern and Eastern Districts of New York, and directed me to look in the county courts of New York (New York County Clerk's Office).
But, I live in Brazil and I would like to know if this research can be done online and how I can do this.
Can anyone help me with this research?

Thank you so much for your time.