As I foresaw, It didn't do anything. Everything google is directed thru Ukraine when the VPN is enabled even after all third party data, cookies & browser history were manually deleted.
As for how the browser deletes cookies on exit:
Settings/Basic/Cookies/Keep local data only until I quit my browser
The setting is doubled and can also be found at
Settings/Privacy & Security/Cookies/Keep local data only until I quit my browser
I wonder if all this mess might have anything to do with Opera using Yandex.ru for some of its tasks