Sigh. Spoken too soon. Changing the Preference in Mail only sticks until I close Mail. The, when I open the application again, it's back to Opera. I just tried CMD +SHIFT + I again from this page. It took me to the Opera browser. The url was: mailto:?subject=Fwd:%20Opera%20has%20taken%20over%20my%20e-mail!%20-%20Opera%20Forums&body=%0A%0Ahttps%3A%2F%2Fforums.opera.com%2Fdiscussion%2F1886118%2Fopera-has-taken-over-my-e-mail%23Item_3
I see it starts with "mailto" so I assume that's how Opera sends mail. This is so frustrating. I want to use Opera because of the VPN but the e-mail thing is a serious problem.