@patstuart Hi Pat, this appears to be a bug because it is happening to me and I've posted a separate thread, a lot of guys are having the same issue with VPN in private windows. We can only hope someone looks into it.

Hi everyone, I have tested it further and I get the same issue with all 4 VPN locations. I have the same problem when enabling the VPN, it is blue to begin with and as soon as I type a URL and hit enter, the button turns orange and then displays the error connecting to the website, if I then click the VPN button the status just says Connecting...
What I don't understand is what have Opera changed in the past couple of days to cause this to happen?! Maybe they'll fix it if enough people experience it too. Thanks for your posts guys.

I have been using the Opera Browser Developer version for Windows for a couple of weeks now with no issues, including the excellent VPN. Then something changed which caused the VPN to only work in Private Windows, this was not an issue for a few days, until this evening when my MENU button turned red and asked me restart Opera to update it. Since I did this, when I launch a new Private Window and switch on the VPN, I can no longer get on any websites, I see a message:
This site can’t be reached - The web page at http://www.example.com might be temporarily down or it may have moved permanently to a new web address.

Can anyone help or advise what has happened? With the VPN disabled, websites ARE accessible. I even tried uninstalling it and reinstalling the developer version from the original download I had but I suspect upon reinstall it calls upon the most current version of the developer app and therefore I have the same issue. Perhaps it is just a bug that needs ironing out. Any assistance would be appreciated. Thanks.