Depends on whether it's DX ( 11 mtrs 138 Div ) Ham ( HV ) or broadcast radio.
The first 2 are a hit or a miss.
Then there's this https://onlineradiobox.com/va/vatican4/?lang=en
And this https://www.vaticannews.va/en/short-waves.html
Also https://www.vaticannews.va/en/epg.html
Google is your friend.
Paul.