I haven't seen anything in the settings menu to disable the start up sound, and some of the solutions I have found in other Opera forums look like they are outdated. It might be worth starting a new thread if the issue persists after the next update though.
I not sure what you ended up doing to disable the feature, but I found a few solutions on reddit that might work in case you're interested:
@leocg Maybe they could give us the classic look in Opera GX. Would be an easy solution for people like me that dont stand Opera One UI (I just had this idea). I like Opera GX but its a little bit to "gamer" for me and Opera One is a big no. Opera was such a good browser before 😞
Another example is annoying splash screen. Even the process name (opera_gx_splash.exe) tells that it's just copy-paste from GX
I keep reading folks complaining about the splash screen, which I have NEVER seen on my Linux machines ... and I suspected it was OS specific, which you just confirmed (you state it's an .exe program doing it). And that's fine, don't want a splash screen.
But to stay on-topic, the light blue selection highlight is okay by me - it's not really intrusive.