"Continue where I left off" doesn't...
Ever since updating to the latest version, every 4th or 5th time I close Opera when I re-open it next, ALL of my pinned tabs are gone. I have "Continue where I left off" set. This is very disruptive due to the lack of a "Restore last session" feature in Opera. When this happens, I have to change my setting to "Open a Specific Page....", and then close and reopen Opera. This isn't really optimal because sometimes I had a site open that is not in my Set Pages, and then I have to go hunting in History for it. At first, this was only happening when I was signed into my Synch account, but now it's happening whether I'm logged in or not -and it's pretty predictable: every 4th or 5th time I close the browser, the next time I start it up, all my tabs will be wiped.
This has become very disruptive, and is making me seriously consider going back to one of the more stable browsers.
Version: 34.0.2036.50 - Opera is up to date
Update stream: Stable
System: Windows 7 64-bit (WoW64)
lack of a "Restore last session" feature in Opera.
Download a session manager. I recommend Session Buddy from the Chrome store. Be sure to get the 'Download Chrome Extension' from the Opera store first. Seriously the best session manager I have ever seen. As for your main issue I have no solution for that as I don't use that feature.
What's your antimalware software.
Do you have some cleaning programs "hard-wired" on your system?
Some such programs might sweep a Chromium based browser of certain stuff.