I just deleted the WidevineCdm folder in the user data folder, started Opera GX, went to the URL opera://components and clicked update for the Widevine component. 4.10.3050.0 was fetched and installed.

Tested on Windows 11 with Opera GX 135.0.5973.94 64-bit. In the U.S.

I would guess that something is blocking the download from Google's servers. Can you install Chrome, close it, delete its WidevineCdm folder and then try to update its component to see if that's successful?