@erolok found a better way:
you need a .webm video file and it cant be too long about 12 seconds works great for me
you can cut the video and change it to .webm with FoneLab Video Converter Ultimate. its free and easy to use
https://download.fonelab.com/video-converter-ultimate.exe
create a poster.jpeg by screenshotting the first frame of the loop (it has no effect on the wallpaper but thats what you see where you choose your wallpaper)
open text editor and copy the following in (fill in the stars):
[Info]
name = *****
author = *****
version = 2
[Start Page]
background = video.webm
position = center bottom
title text color = #FFFFFF
title text shadow = none
first frame image=poster.jpeg
[Web UI Pages]
background = poster.jpeg
position = center bottom
save the file as persona.ini
create a .zip archive and drop in the video.webm poster.jpeg and persona.ini
open opera and open the link opera:about there you see where your themes are saved
C:\Users\name\AppData\Roaming\Opera Software\Opera GX Stable\themes
drop the .zip in this path and then restart your browser
now open settings and you should see your wallpaper in your installed wallpapers