@jpdefillippo It seems to me I have the same problem too. Little Snitch refused to connect via Opera because of an error named as invalid code signature that belongs to Opera. This happens just after updating my mac and Little Snitch.
I do not use VPN. If I opened a second tab manually and then tried loading a page from a bookmark, I got nothing. If I tried opening another tab from a link in the index for this forum, it did not load. The only way I could get a new page to load was from the one tab I started with. I have given up on the latest Opera version and gone back to the previous one because the latest caused too many problems. It also seemed to want to preload pages from my bookmarks whether I wanted them or not. It also started out by disabling half of my extensions.
I do agree that the mgmt is not that intuitive, especially if you are using List mode. But what you can do is to Click & drag, as if it was your Desktop. I've attached a print screen, hope it helps to understand. What I usually do to ease the process, is to change the view mode, to the option in the middle, on the top left corner.