Italian investigators say they have turned up no evidence of foreign involvement in the planning or execution of the Red Brigades kidnaping of U.S. Brig. Gen. James L. Dozier, who was freed by Italian police in a lightning rescue raid Thursday after 42 days in captivity.

Although Italian President Sandro Pertini has made several public statements repeating his conviction that outsiders are behind or involved in terrorism here, a high-ranking Italian police official said today that "the kidnaping operation was entirely local, purely Italian." Discounting reports that one of the five terrorists arrested in the raid had been in Libya recently, the official said there was no "international trail" for police to follow.

"There is not one shred of proof that there was any foreign involvement in the Dozier case," a U.S. official said this week, adding that Dozier had reported not noticing any details indicating the involvement of non-Italians.

In comments to reporters outside his Verona apartment, where he made a brief stop today, Dozier described his captors as intelligent and dedicated. "They believe in what they are doing and are very serious about it." Dressed in a bright red jogging suit, Dozier looked relaxed and said he hoped to return to his assignment with NATO soon.

Although the Red Brigades often have railed against NATO and the United States in documents, before the kidnaping of Dozier, the senior American officer at the Verona NATO base, they had never moved against a foreign target before.

Speculation that the Red Brigades might have planned the kidnaping with other international terrorist groups was intensified when callers in Beirut claimed to be involved. Although it appears unrelated to the Dozier case, the Jan. 18 slaying in Paris of a U.S. military attache, Lt. Col. Charles Ray, raised questions about the possibility of a concerted campaign against U.S. military personnel.

Although investigators here have called the Dozier kidnaping "an all-Italian operation," they stress that this does not mean that Italian terrorists have not at times received technical assistance--weapons, documents, and sometimes training--from other terrorist groups in Europe and the Middle East.

Antonio Savasta, 27, the captured terrorist now identified as Dozier's inquisitor, is believed by police to have taken part in gun-smuggling from Lebanon in 1979.

Today the Italian news agency, ANSA, reported that investigators in Pisa said one of Dozier's captors spent time in Libya, at what police suspect may have been a paramilitary training camp, after leaving his job at the Italian state railway last June. They identified the suspect as Giovanni Ciucci, 32, said to be the terrorist who was pointing the gun at Dozier's head when police broke into the Padua apartment where the general was being held.

In testimony at the trial of jailed guerrilla Corrado Alunni last week, onetime terrorist Marco Barbone said that when he and friends were forced to go underground, false identity cards had been supplied by ETA, the Spanish Basque terrorist organization. Another admitted terrorist reportedly has told of learning how to use explosives in the Spanish mountains.

Although police decline official confirmation, the most credible version of events leading to the discovery of Dozier's prison--that published by most Italian newspapers--appears to involve a young leftist extremist drug addict and a captured terrorist.

According to this version, narcotics police arrested about 40 persons Jan. 22 and 23 in Verona, long a known center for smuggled heroin. One of those arrested, Luigi Damoli, was released and then picked up again when weapons were found during a search of his apartment.

Damoli reportedly gave police the name of Paolo Galati, 22, a heroin addict and an extremist with two brothers, one a suspected drug dealer and another, Michele, who has been jailed for Red Brigades activities.

Galati is said to have provided the Padua address or information leading to it, possibly after a confrontation with Stefano Petrella, a Red Brigades terrorist arrested in Rome in early January on charges of planning to kidnap a top executive of the Fiat auto manufacturing company.

Today, ANSA, citing unnamed sources at Rome's antiterrorist police headquarters, reported that police here got Galati's name from Massimiliano Corsi, another Red Brigades member arrested here on Jan. 10 for participating in the shooting and attempted kidnaping of Rome's deputy police chief, Nicola Simone, a few days earlier.

Police souces said today that Dozier, who still is being debriefed by authorities, told them Savasta was the man who interrogated him. Although the terrorist, who gave himself the code name "Diego," was at times menacing, reportedly no violence was used.

Dozier was fed three times a day, frequently eating cereal and fruit, the sources said, and was allowed to wash in the apartment's pink-tiled bathroom. Most of the time, however, he was forced to wear earphones through which classical music was playing. Until the last few days, the sources said, he was blindfolded.