@sgunhouse that did it, that was the key that needed jiggling. By verifying the downloads folder was a available and by turning off then on again the 'Ask Where' question, the AWOL dialog window has returned to duty.

@sgunhouse Opera is Version:56.0.3051.104
and Windows 10 pro that was recently updated to try and see the dialog again.

When I right click and choose 'Save image as...' I don't see the dialog window. Then every click in the Opera windows makes the system beep. Where did the dialog window go?
What have I tried to fix it:
ESC doesn't help.
When I try to Shift-Click on the Taskbar I get nothing.
Trying to right click on Opera to find Move only gets the same system beep.
Other browsers that open the system save as dialog are still working.
I use a program called winlister to see all open windows and the Save As dialog doesn't show up. I do see a Save As listing when other browser open it up.

How to reset all the Opera windows short of uninstalling it. I'd rather not loose saved password info...