Note that Chromium has a few command-line switches that you can try to see if they work in Opera too for now (since it's based on Chromium).
With Opera closed, you can open a command prompt and launch Opera like this:
"%localappdata%\Programs\Opera\opera.exe" --no-proxy-server
to tell it to ignore the system proxy.
Or, see the other proxy switches to set a specific proxy.
You don't have to do it in a command prompt. You can create a new shortcut to opera.exe named "Opera Custom Proxy" and modify it's target command in its properties to set the specific proxy you want to use. You can search the net for Chrome/Chromium examples.