When setting up (that's immediately when user enables it in settings) Opera VPN sends few API requests to https://api.surfeasy.com to obtain credentials and proxy IPs, see below, also see The Oprah Proxy.
The browser then talks to a proxy de0.opera-proxy.net (when VPN location is set to Germany), it's IP address can only be resolved from within Opera when VPN is on, it's 185.108.219.42 (or similar, see below). It's an HTTP/S proxy which requires auth.
When loading a page with Opera VPN enabled, the browser sends a lot of requests to de0.opera-proxy.net with Proxy-Authorization request header.
The Proxy-Authorization header decoded: CC68FE24C34B5B2414FB1DC116342EADA7D5C46B:9B9BE3FAE674A33D1820315F4CC94372926C8210B6AEC0B662EC7CAD611D86A3
(that's sha1(device_id):device_password, where device_id and device_password come from the POST /v2/register_device API call, please note that this decoded header is from another Opera installation and thus contains