Opera is a great and revolutionary browser, it introduces features that users have never seen before. One unique feature that could enhance the productivity and the privacy of the user would be an option to password lock websites.
There is no extension that can lock websites, the most a user can find is extensions that will block the websites; but those extensions are too vulnerable as they could be disabled very easily.
Again, skip the "--private" if you don't want it and use any path in your userprofile space you like for the user data directory. The default Opera profile will be in "Opera Software\Opera Stable" that gets used when you don't launch Opera with one of those specific shortcuts.