@proshor There are not a lot of people in the forum complaining about Opera and Yandex so it is your setup.
The reason I posted to uninstall Opera and use an older version I assumed that Yandex worked previously with Opera in your setup.
I have not read in your post that this was your first try to use Opera and Yandex or that you a new Opera User. Trying to remote help is impossible if essential information is missing.
If you have Mobile Data on your phone disconnect the Computer from your main internet and share the Mobile Date Connection and try Yandex. If Yandex works then it it something to do with the main connection if not it is something on the PC and Opera.
Have you tried a Private Browsing Window in Opera?
Copy and Paste from below into Google
When I use Yandex on my Windows 10 Computer in Opera Browser I get flagged as a Robot but I have no issues using Chrome Browser. Both Browsers are the latest version.
Opera has no extensions running, Opera Adblocker and VPN are disabled.
I have cleared browsing data, a clean reinstall of Windows 10 and Opera.