@kilian01: I see 3 separate sets of issues in your log, unclear which of them might be relevant. First, easiest to fix, the sandbox binary has wrong permissions:
$ cd /usr/lib/x86_64-linux-gnu/opera-stable
$ sudo chown root opera_sandbox
$ sudo chmod 4755 opera_sandbox
Try after that.
But that is probably actually caused by the 2nd problem: the deb you're installing depends on 4 others, parts of your distro, which are not installed. Because of that it never finished installing, never ran /var/lib/dpkg/info/opera-stable.postinst which would have set up that setuid.
Package libqt5core5a is not installed.
Package libqt5gui5 is not installed.
Package libqt5gui5-gles is not installed.
Package libqt5widgets5 is not installed.
dpkg: error processing package opera-stable (--install):
dependency problems - leaving unconfigured
This not only leaves Opera unconfigured, but also missing libraries it depends on.
dpkg -i is the lowest level package installer. It is not meant to handle package dependencies; those belong to the higher APT subsystem. Try running instead: sudo apt install opera-stable_125.0.5729.21_amd64.deb. This will automatically pull in the packages it depends on.
The 3rd issue is a crash:
Trace/breakpoint trap (core dumped)
but that might be caused by the other two issues, so ignore it for now.