While he deserves credit for getting to the Final I think it was Southgate that lost that game. He was so afraid to lose that he was paralyzed and couldn't make the decisions that might have won it.
The players were told to play safe rather than extend the lead or retake it, even the final two Subs, we kept delaying it because he was so afraid of bringing off the defensive players he couldn't give them a chance to go and win it.
Having taken the early lead, and knowing Italy would have to come at us, with an aging defense, a more courageous manager would have seen the opportunity to get at least 1 more goal put the game beyond doubt.
England has the most attacking talent it has ever had right now, but the manager is so afraid of losing he won't let them play to their strengths.
Also it seemed on the television that Southgate was telling them who was taking penalties. Even if this had been discussed before the game, I think he should have asked who felt like taking one in that moment, Maguire was the only one who looked confident before taking his.