I can't find the VPN category in the privacy & security section in preferences. I also tried going on flags and searching for VPN but nothing came up. Where is it or have they just deleted opera VPN?
Which country are you in @bubnator?
You may have the same issue with preferences that I did in windows. Try entering opera://config in the address bar, then it is under Privacy & Security about half way down. I don't see the Turbo option on the Mac version (it is mutually exclusive with VPN), so that should not be your problem.