Opera's mail files have to exist at all times while Opera is running (and when it starts up and closes down). There can not be any interruption in the access of the files or it will cause corruption and problems.
To avoid that I have to wake up the drive with the explorer before starting Opera Mail.
If Opera doesn't wake up the drive itself before it tries to access the drive, there's nothing that can be done as Opera mail is no longer being developed. For launching Opera Mail with the Opera shortcut though, I guess you could modify the shortcut's command and do something like:
explorer & "path to operamail.exe"
to automate the process of launching explorer to prep the drive for Opera.