As you say there is no configuration option to select the language version built-in Wikipedia search uses.
As @leocg suspects, Opera probably uses system locale to determine the Wikipedia language version: Neither Opera UI-language nor language preferences (→ Accept-Language: .. HTTP header) influence the Wiki search language, experiments prove.
I can suggest my Xeno Wikipedia (addons.opera, chrome web store, …) extension, though, which allows you to set an arbitrary default while being flexible to allow you to request other language versions occasionally. Maybe it suits your needs.