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I find temporary solution! Open bookmarks in new tab, right click on it and choose pin tab. It will remember last visited bookmark folder. And it works with heart in sidebar. And yes, i know it opens bookmarks as default, when starting opera, but i don't mind . For me this is lesser of two evils... 
EUREKA! I find a temporary solution! Go to bookmarks, then right click on tab with bookmarks and choose pin tab. It will remember your last visited bookmark folder. And you can click on heart in sidebar too. 
