The Biancocelesti have agreed a fee with Santos and the 20-year-old, but the transfer is stalling due to third party issues.
"After this week I will be at FIFA's side in a bid to abolish third-party investors," wrote agent Stefano Castagna on Twitter.
"They are bandits. Football is something else entirely. The lad won't give up, as he 100 per cent wants Lazio, but we have to battle bandits... We'll manage it, calmly."