Apologies, I overlooked another option - not a particularly great option, but an option nonetheless.
There is an early morning fast ferry, leaving Varenna at the ungodly hour of 6.35. If I'm reading the schedule correctly, you could wander around Bellagio for an hour and a half in the hope of getting somewhere for a spot of breakfast - and catch a second fast ferry at 8.14 that delivers you to Como by 9. Frustratingly, the next ferry leaving Bellagio does not make it to Como until after twelve thirty......

Me again.
Without being a paid-up agent for Interpol, my guess is that you are planning on picking up the Milan-Zurich Eurocity leaving Milan at 11.10 and stopping in Como.
The logical way to progress would be to take the 9.06 train from Varenna, arriving at Milano Centrale 10.40, giving you a comfortable 30 mins to board the train to Zurich.
Bellagio? I see an 8.00 pm fast ferry back to Varenna but it still seems tight if you are arriving in Varenna at 3 to make the mid afternoon ferry departure.