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What happened since Opera 37?
Well that's embarrassing :). I've notified the people who maintain the documentation pages.
If you need to know right now, here are some extensive changelogs from the Desktop Blog:
Where are the changelogs for versions 41 and 42? Following the format you linked to http://www.opera.com/blogs/desktop/changelog-XX/ I don't see the newest two versions.
Nice consistent naming there >_>