In Opera, goto the URL opera://flags/#PasswordImport, enable the flag and relaunch Opera. Then, goto the URL opera://settings/passwords. To the right of "Saved Passwords", click the kebab menu (3 vertical dots) and click "import". Point it to the password csv file you exported from Yandex.

However, there's a problem. Yandex doesn't have a password export function. And, it uses different fields in the sqlite database. You'd have to use https://www.nirsoft.net/utils/web_browser_password.html or https://sqlitebrowser.org/dl/ on the "ya Login Data" file in Yandex's profile directory to get the info. But, the passwords will be encrypted like so. You'd need a utility that can decrypt them.

I guess you'd have to use something like https://github.com/opravdin/yandex-browser-password-export to get your passwords from Yandex and make sure to produce a compatible CSV file from the results that Opera can import.

Of course by the time you do all that, you could just view each username and password inside yandex and log into each site in Opera to save them.