Here is a workaround for making your own animated wallpaper.
Go to https://addons.opera.com/da/wallpapers/details/rain-in-gta-v/. right-click on "add to Opera" and chose "save linked content as".
Convert the background folder your've downloadet from .avzip to .zip
Delete video.webm inside the zip folder
Rename your own .webm video to video.webm and put it in the background zip folder
Go to your /Opera folder and find a folder named 65.0.3467.78 or something like it (If you have more than one then take the newest).
Go to inside the 65.0.3467.78 folder then go to resources\standard_themes
Put your backgroud zip folder in this folder
If you have opera open then close it and reopen it. The background should then be visable under all backgrounds.