Goto the URL opera://settings/clearBrowserData, switch to "advanced" and clear browsing history and download history for all time. Then, goto the URL opera://about, take note of the "profile" path, close Opera, and delete the "History" file in the profile folder.
Then, in the downloads folder you have set at the URL opera://settings/downloads, delete any files with a filename that ends with the .opdownload extension.
Then, delete everything in "C:\Windows\temp" and "C:\Users\yourusername\AppData\Local\temp".