I wrote in support but support do not understood me(

I wrote in support but support do not understood me(

You are right.
Opera do not find dynamic links in save as pdf (but do it in print to pdf).
Probably opera take semantic information from initialization page step for save as pdf. However opera take actual view of page for save as pdf (for example you can open some sub item on the page which do not showing on the page by default, and opera do save page in actual state).

It is a pity that we have such asymmetry. I think it is not a true bug. Just developers have had some trouble with it. And they implemented this asymmetric approach.

Do you know where do i can see programme code of this functional or it is not a public code?

Save as pdf do not save links. In generaly save as pdf save same links but not all.
For example print to pdf save almost all links. You can check it on opera forum page (https://forums.opera.com/category/11/opera-for-windows). Save this page as pdf and via printing to pdf and compare result (see name of topiks).

It is Save as pdf:

It is print to pdf:

Do you know how i can save as pdf with links?
If it is bug how i can help with it (write about it to support etc)?