Wow, thanks, now I get how it works, I knew there must be some simple way to do it. Adding [*.] before URL.com does its job pretty well too. I should have paid more attention at the start.

Hey, if still someone's interested in this bug I know how to semi-fix it. You have to open Privacy and Security options and go to PDF documents pad. Here you have to turn on downloading .pdf files instead of autoopening them in Opera. Thanks to this action pdf doc embedded in the frame on the site gonna turn into URL and you will be able to save this page in .mhtml, just without pdf inside.

@leocg HA! Bingo man, you were right. I turned off uBlock Origin and Opera saves svg perfectly fine now. No idea tho why uBlock caused it at first place. I'm using this extension with the same settings on all my browsers. Anyway problem solved so thx again!

@leocg Strange, "save link content" doesn't work even in Firefox in my case resulting in unknown error but opening link and saving via crtl+s works well, while in Opera saving always get interrupted, regardless of the method. Maybe someone finds out what causes it to happen. Not a big issue but I'm curious as this happens for months or even years already.

EDIT:
Tested it on my second pc, older one with Windows 7 and Opera 95.0.4635.90. Result is the same as on my main Windows 10 pc with the newest version of Opera.

@leocg
Well, this svg file I tried to save came from some wordpress blog, direct link to the image: https://abs-0.twimg.com/emoji/v2/svg/1f914.svg

That's what happens when I try. Successfully saved with Fifrefox thats why file gets (1) in filename but isn't saved by Opera.

When I try to refresh the download file gets opened in browser but from cache probably, because still not getting saved in selected location.

@leocg I did deeper testing and only some cookies remain, but still Chrome clears it all, while Opera leaves some cookies or "empty" containers like this one from https://naszamlawa.pl/
https://imgur.com/a/X23jHbA
in Chrome such thing like naszamlawa.pl in cookies data doesn't appear after closing browser. I use kinda the same settings on both Opera and Chrome.
Not that it's such a big problem, but I like to keep everything clean from trash. Would be cool if theres button to clear all cookies but leave ones I need. When I clean cookies by opera://settings/clearBrowserData then all cookies get deleted, also these from google and podatki.biz I set exception for.

@leocg Just tested on Chrome, there it works as intended, seems like only Opera has such problem.

I have an option to delete cookies activated when I close Opera, but it just doesn't work. Everytime I close it everything stays. I use just 2 exceptions. In Firefox similar option works perfectly fine, what's wrong with Opera on this one? I don't want to manually delete cookies after every session and I want cookies for google and one more site to stay to keep me logged in.
https://imgur.com/a/fHlHFjX

I have a problem with Opera launcher or assistant poping up annoying adware-like window in bottom right corner on my second pc with Windows 7, where I have Opera installed but use it much less than on my main pc where I open it everyday (I guess problem would be the same on W10 if I don't open it regulary). This is how this window looks like https://imgur.com/a/dNTt7MF I always tick this box not to show up again, but it doest every few days/weeks. I have opera launcher turned off at start so I guess it opens up only after update that is checked everyday in task manager. Is there any way to get rid of this pup? Can i just delete assistant folder in Opera appdata or it may mess up autoupdate feature? I'm not really interested in all these new stuff, Opera is perfect as it is, I just hate pups like that, I stopped using whole Magix software because of such thing...

Hey, if still someone's interested in this bug I know how to semi-fix it. You have to open Privacy and Security options and go to PDF documents pad. Here you have to turn on downloading .pdf files instead of autoopening them in Opera. Thanks to this action pdf doc embedded in the frame on the site gonna turn into URL and you will be able to save this page in .mhtml, just without pdf inside.

Wow, thanks, now I get how it works, I knew there must be some simple way to do it. Adding [*.] before URL.com does its job pretty well too. I should have paid more attention at the start.