I've seen that problem in Mac's forum I think, take a look there.
Posts made by oentertainment
RE: About Opera page: Can't download the update - only show "New version 45.0.2552.881 is available" msgOpera for Windows
What about downloading and runing the installer from the web?
RE: [Solved]Can't open pages with Built-in VPN on as of May 17 2017Opera for Windows
Problems in Developer 46.0.2590.0 too.
Seems to be a problem in Opera's VPN servers.
"Authentication credentials required"