What do you select for Opera to do instead?
Speed dial is always going to be the page shown in new tabs - that's what it is for - but you can set Opera either to continue with the same tabs as when it was closed or to always start with a specific set of tabs.
Go to Settings and search (use the search box) for Autofill. You'll see a listing for "Addresses" - click that. If the address you don't want is shown there, click on the 3 dots on the right side so you can either edit it to correct it or just delete it.
Do you use a firewall (other than Windows firewall)? Some types of firewalls (aka internet security software) are known to block private headers - in the past this resulted in Opera not knowing the file size on downloads. This makes Opera try to download past the end of the file, which of course produces an error. Se if there's a setting about blocking private headers - and if so then turn it off.
VPN on localhost? Sorry, but it's a silly question ... the N in VPN stands for network, you don't use a network when you read local content. If you want to use a private window (so there is no history), that would work fine. But a VPN is only for accessing stuff on the network.
I've never been able to get sync to even sync anything on Mac or Windows. You've at least gotten farther than me. It tells me my password and username are wrong (they're not) so I change them, and go to sign in with the new credentials and it still says its wrong. The ONE time I got it to work (a couple of weeks ago) there was ZERO data for it to sync (even though I had data on another laptop). So yeah.. problems here too. Lets hope this keeps getting noise and they start fixing it.
@techquest Edge prevents Opera from importing. You'll need to go into the Settings for Edge and to the place where you Export your favorites to a file (on your desktop). Then go into Opera's settings for bookmarks and import from that file (use the down arrow to get that menu choice).