<?php
stream_context_set_default(['http'=>['proxy'=>'proxy-host:proxy-port']]);
?>

Some programs like hotspotshield completely passes everything trough its server so I could call blocked pages inside localhost.
I just wanted to learn if Opera has this kind of feature for sub-connections so I would use that one.

It does not matter really, forget it

A VPN is an external proxy. If the VPN server is connecting to your computer, your computer is not "localhost" to it. And that is why the question is silly.

VPN on localhost? Sorry, but it's a silly question ... the N in VPN stands for network, you don't use a network when you read local content. If you want to use a private window (so there is no history), that would work fine. But a VPN is only for accessing stuff on the network.

I am also sorry for answering too late. I had time to check old posts during corona time. Nope, It is not a silly question. If in your xampp php.ini settings "Allow URL Include" is set ON or 1 you can include pages from public internet on xampp localhost. By this way I was collecting all images one page with php script and download them all at once.

Just like:

<div>
<?php
//LOCALHOST mySite/index.php

ini_set("allow_url_include","On");
ini_set("allow_url_fopen","On");

//INCLUDE PAGES FROM PUBLIC INTERNET
for($i = 0; $i <= 100; $i++)
{
//Include image-link from public internet and load into localhost site. If requested page's server disables includes image will not load.
echo "<img src='https://blabla.com/img".$i.".jpg' />"; 
/*
out image links:
https://blabla.com/img0.jpg
https://blabla.com/img1.jpg
https://blabla.com/img2.jpg
so on...

I expected that Opera could use VPN for those loads from public internet.*/
};
?>
</div>

I think I explained that I view image source with VPN but I use localhost to download it by its public link. I do not understand how it is possible to call a technical question as silly.