RE: VPN engaged but get warning from ISP about a download
Opera provides a browser based VPN service, not a system wide VPN which tunnels every traffic of every software installed on your computer through a VPN server. If you are looking for privacy protection for sharing your birthday and holiday videos through bit torrent, Opera can't help you. That's much more the business of SurfEasy paid plans:
No registry entry, no uTorrent setting will help you, because other peers can see your IP address. Only obfuscating your real IP through a system wide VPN (like SurfEasy) will prevent you from being busted.
It's pretty clear to me you downloaded a small torrent file (a few KBytes) through Opera VPNs servers but started it in a torrent client, which down- and uploaded chunks of your shared file to other peers through your unprotected internet connection. You have to understand, that Opera only protects its own browser traffic and not the traffic of any other program.