If you live in a number of countries where there is national censorship, your ability to connect with a VPN may be interfered with or blocked to prevent circumvention of the censorship (particularly certain nations in the Middle East and the Orient). Some forum threads that relate to what can happen are:
https://forums.opera.com/post/163795 - similar thread
Or try to get https://buy.fineproxy.org/eng/ (works great with via opera)