SOME sites redirect to
thedomainname dot xxx/.well-known/captcha/

when

using Opera
with VPN set to
--Europe.
--Americas
--Optimal Location

Doesn't happen in other browsers at all.

Doesn't happen when VPN set to Asia.

Am running these three Opera plugins:
Privacy Badger
Opera Ad Blocker
Qwant for Opera
Disabling them doesn't fix the problem.

The sites in which this is happening are all hosted at Siteground.

Siteground does use the anti-bot tool that is doing this. See: https://www.siteground.com/blog/new-anti-bot-ai/

Someone at Siteground tech support suggested trying https://www.siteground.com/kb/how_to_clear_cache_in_firefox_internetexplorer_safari_opera/
The instructions seem to be wrong (for Opera anyway).

I had very recently cleared, and again cleared today, and often clear, the Opera cache with Glary Utilities.

I can't think of any other clues to post here. Seems like Opera would like to know about this.

p,.s Had a problem with Europe VPN in Opera some months ago with a website, but it wasn't this same problem, and I don't remember the specifics of that problem. This was on a site that was at that time hosted at Hostgator. Problem is gone. Site was moved to Siteground.