The Egyptian texts clearly state that many of the Sea People were settled in Egypt by the Pharaoh and therefore are unlikely to have ended up in Italy.
Although Herodotus does say that the Etruscans moved from Anatolia to Italy, the 12th century is too early to fit with his narrative. The Etruscans probably settled in the 8th-7th centuries BC, when the first artifacts which are distinctly Etruscan begin to appear.
Although many scholars agree that the Sherden and Shekelesh were Sardinian and Sicilians they may have been natives rather than people who moved there. Alternatively, some scholars believe that the Sherden were from Sardis or Illyria. There is some genetic evidence of Balkans haplogroups represented in Sardinian DNA. Many scholars also argue for Illyrian/Balkan origins for the Sicels, whose material culture can be found in the Balkans. Herodotus gives the Sicels a Scythian origin story.
Traces of Anatolian artifacts in Italy may be from trade only.
Herodotus is not a reliable source. Herodotus’ view that the Etruscans were from Anatolia was already contested in antiquity by Dionysius of Halicarnassus who believed they were native Italians. The majority of scholars who study the Etruscans believe they came from an early wave of Latin, Umbrian and Oscan migrants to the Italian peninsula, which accounts for the similarities in their customs. The Etruscan language is of uncertain origin but the alphabet is similar to Greek.
People who believe they are from Asia Minor make up a fringe minority, who are often not Etruscan scholars.
There are many explanations for the origins of the Etruscans, some of which better fit the timeline and the archaeology we have.