Looking through these search results might help:
https://www.google.com/search?q=outlook+access+denied+hyperlink
On this page, it implies that the problem isn't with http and https protocol association, but with the .html file extensions association. I would try to go in Default Apps in Windows and set the .html extension to open in Opera. If it already is, I'd try to set it to Edge or something and then back to Opera.
I have some registry things you can check. I'll post later.