@grzegorzgs You can open links in YouTube Vanced by using an app called Open Link With... LINK. This way, you open a video in Opera, tap on 3 dot menu, share, select app Open link with... and it asks you to choose app to open the link with.
Or you can install the latest root version of Vanced which replaces the original pre-installed Youtube app. This way Youtube links open directly and immediately in Vanced. This method worked for me. I don't know if the no-root version would work.