So recently I run into the same issue. Tried a couple of things but I found myself unable to rename the Opera Folder in the "App Data" sections since some files are in use. So I tried to deactivate the "Opera Browser Assistant" from Autostart. CTRL+SHIFT+ESC=>Autostart=>Deaktivate Opera Browser Assistant. Restarted and still found the folder in AppDate as writeprotected.
But I opened the Browser and everything was here instantly! So try to deaktivate "Opera Browser Assistant" from Autostart.

let me know if it has worked for you.

Cheers Yodenko