OK, little bit of experimentation has found the following:

If I close the Opera browser and relaunch it in the same session of using the computer, there is no issue and if I close the Opera browser and shut the computer down, restart and launch Opera, there is no issue. Hurrah!

However, if I close the Opera browser and put the computer into sleep mode, then wake the computer an error message is displayed in the bottom right of the screen, with the vague message of:
"An error has occurred. The VPN has been disconnected", together with two buttons - a 'learn more' and 'cancel' button.

The 'Learn more' simply links to the general help screen, and without any specific error details to refer to isn't much help and, as expected, 'cancel' just closes the error message window.

I then open Opera to connect to the VPN but at that point it is opening with the retained tabs.

So the issue appears to be linked to putting the computer into Sleep mode and re-waking it - it seems like Opera VPN Pro doesn't like being woken up!

@leocg Thank you - Yes - I found that setting a while back and enabled it, so I was starting to wonder if there was an issue when launching Opera with retained tabs opened compared to launching it without, more sterile so to speak.
But - having launched Opera this morning to reply to this, with retained tabs open, it launched with the VPN active. Maybe it's just been having a moment?! I'll keep an eye on it and update again if I encounter the problem.

Greetings all,

I'm new to these Opera shenanigans, so forgive me if the answer to this is obvious!

When I start a new session, I have the settings configured to "retain tabs from previous session". The issue is that when I start any session, the VPN is disconnected by default and I have to activate it - so initially the session is not VPN protected.
This kind of defeats the object of using a VPN, right?

I cannot find a setting, but is there a way to ensure that the VPN is activated on start up?

Many thanks