Use the search engine preferences. opera://settings/searchEngines
I don't see a way to edit the built-in default search engines, but you could simply create a new one with the keyword 'wfr' say for French, and use the url https://fr.wikipedia.org/w/index.php?search=%s
Completely agree; would love to decide VPN per tab and/or with exceptions. I'm not great with web development, so I've whitelisted my IP for my own applications, and again I need to turn off and turn on, or use a separate Opera window.