You can disable the "History Redesign" flag at the URL opera://flags/#history-redesign, restart Opera, goto the URL opera://history and see if that entry you deleted is back and try deleting it again.
Or, you can goto the URL opera://settings/clearBrowserData, switch to "advanced" and clear just "Download History" and "Browsing History" for all time to see if it gets rid of that entry.
Or, if needed, you can goto the URL opera://about, take note of the "profile" path, close Opera and delete the "History" file in the profile folder.
Or, you can try removing the entry from the database in the History file. See https://forums.opera.com/post/392908 for how to load the "History" file database directly. If you edit a value or delete a row in a table, make sure to commit the changes by hitting the commit button.