This has nothing with Malware.
- Chrome, Firefox & Windows do that to, it's a security measure to be sure that kids like you will not yell that Opera is allowing sites to mining on their PCs. Security updates protect games on your system and PC from malicious sites to stole any data and harm your PC.
- Seems like a bug, have nothing to do with malware.
- Windows Update do that too, so be sure to delete Windows folder.
- Same for other browsers, security measure.
- Do you know that you can disable Speed Dial, do you?
So Opera is awesome browser, it's secure, it's fast, it's have more functionality than other browsers.
Not a native English speaker.