@rogguzlan: I found on the forum that if you go manually to https://opera.com/connect on the computer after scanning the QR code (not sure it was in this order), it will display the authentification code and you can go though with the flow setup.
It's seems to me it's a redirecting error.
Somehow similar than when you're on your profile https://auth.opera.com/account/edit-profile and select "show me what's synced", you end up on opera://settings/syncSetup instead of https://www.sync.opera.com
Would be nice to try to fix this.