Custom speed dial entry, or one of the ones that came with Opera? That "operadesktop" there makes me think it came with Opera. One you added yourself should be the same as a bookmark.
Good catch. Yes, this was added from suggestions. I removed it and added amazon.co.uk back in manually and presto, it works.
Re VPN - not using one, this seems to be something Opera is doing on its own. However, as mentioned above adding manually has solved it.