I must say first of all that the plural scenarii is clearly not the prevalent usage. To most French speakers, it’ll sound quite elitist, self-important, or snob. It doesn’t refer to Italian plural but Latin, which is a sign of intellectualism here like in many other places.
“Scénario” with an accent is a french word since the 17th century. Its plural is “scénarios”.
“Scénarii” with an accent doesn’t exist, whatever the language.
“Scenario” without the accent is an italian word. Its plural is “scenari” with only one “i”. If you use it in a french context, you can use “scenari” but “scenarios” is preferred. See Rapport de 1990 sur les rectifications orthographiques – Singulier et pluriel:
We strengthen the integration of words borrowed by applying the rules of French plural, which in some cases involve the establishment of a singular form.
“Scenarii” with two “i” is the outdated plural of “scenario” in italian, it’s not used anymore.