I think in English about programming stuff too. I think in either Italian or English depending on the context, but mostly English as that's my native language. Italian is more for things or events that happened in Italy or with Italian speakers (so... actually I do think in it a fair bit, because I live in Italy).

This can make it weird working on programming stuff with Italians, as English really is where my brain wants to be for programming. It's not about knowing the terminology (I do), it's just that English is really what I want to use to reason about programming.

Incidentally, trying to think in another language about what's going on is a great way of practicing it if you're learning it.