For me the problem was due to my anti-virus. I did not use Opera for a while but when I tried after a gap the VPN was not connecting. I thought there would be an update and it would be fixed. That did not happen. Then I searched forums for a solution but could not find one - I was almost convinced that this was a bug with Opera which will not go away. I think Leo asked in one of the posts what changed?

And after reading another post that for him the VPN was working on one laptop but stopped working on a newer one :sherlock:
I decided to try different options and see. After changing profile names, switching ISPs and turning off the firewall the issue could not be fixed. So, I installed developer and beta versions. That did not change anything. Then I turned off AVG and voila VPN was working. I installed the other most recommended anti-virus and the problem is back again. Luckily I can turn it off from the tray connect to VPN and then turn on the AV to continue using the IP of a different location. Now, can someone suggest how to change IPs without having to turn off AV