Even though Opera is based on Chromium, Opera doesn't support any policies in the registry. Therefore, setting group policies won't help. And, an ADMX file won't help. Opera also doesn't provide a bundled download with an ADMX file in it like Chrome does.
Vivaldi does supports its own policies though. I don't think there's an ADMX bundle, but I see https://admx.help/?Category=VivaldiBrowser for example.