I'm using Opera: Version:56.0.3051.52/Opera is up to date/Update stream:Stable/System:Mac OS X 10.12.6 64-bit.
I have Opera's VPN enabled with the setting Americas, and "VPN" is blue, indicating it's working. But every* site I'm connecting to thinks I'm not in the New World (i.e. the Americas) even though that both is where I am AND is where I've told Opera to find a VPN server to use. I've tried reconnecting a couple times and I get a different IP, but it's always in the Old World.
This is not OK. If I've set/told it to connect from the Americas, which I have, and there aren't any VPN servers in the Americas it can connect to, the app should fail/say so, not connect anyway, but from somewhere else!!! 
*https://www.where-am-i.co/my-ip-location says I'm in Paris,
https://www.google.com thinks I'm in the Ukraine, etc.
LastPass thinks I'm in NORWAY. (All three while my server is 77.111.246.20)
I see the network - 77.111.246.0/24 is assigned to HernLabs of Sweden.