Sorry for ignoring the thread )
Was it a standalone installation? It wasn't.
At first, I thought that opera messed up with win10 UAC somehow, preventing the user data to be saved properly, but I don't think that's the case. It saves some of the preferences, after all, and the speed dial isn't completely lost, just reset to default on restart.
I guess, the issue was in the way opera syncs the user data with the account, because when i was logged in and sync was active it did not happen. But when I turned the sync off and deleted the sync data, the browser restart was fine, but on PC restart I lost it again. So, maybe the user settings are somehow being saved as a sort of temp data, so everything is purged on restart.
Anyway, I upgraded to beta and have kept opera sync active so far, and it solved this for me.
Today logged off opera account, turned of the sync and deleted the sync data. After PC restart nothing lost, opera is doing good by now. If anything changes, i'll post here.