I am not getting any ads here, except from

www.google-analytics.com
pagead2.googlesyndication.com
*.histats.com
*.histats.12mlbe.com

Maybe they are loaded later by the Google script which is redirected to a dummy location for me. Or maybe they only show for Chinese visitors. I also get numerous Facebook buttons from zh-tw.facebook.com.

You want to use Dragonfly to identify the blockable sites. Load up a blank tab, and open Dragonfly. Navigate to the desired website in that tab. Dragonfly will show a Network log of a all files pulled from the network for as part of that one website loading. Start from the top of the log, and note down ad servers. If the site itself is complex, and you can't tell which files belong to it, you could start from the end of the log, because ads are usually loaded last. But usually it happens that adserver1 calls adserver2, which in turn calls adserver3, and it is only necessary to block the first one to prevent ads from showing. That is why you would start from the top.

Add the unwanted URL masks to your filter. Restart Opera, and repeat the analysis with Dragonfly to find any ads that are missed. To verify that you are indeed updating the correct urlfilter.ini, add an address to the end of it, like blahblah.net, and see if it's blocked as it should be.

A problem with pure hosts/DNS filtering is that it's incapable to efficiently target s1.histats.com, s2.histats.com, ... s10.histats.com, with a single line, nor deal with goodserver.net/account/crap without also making goodserver.net entirely inaccessible.