In Chrome/Chromium, it'd be chrome://bookmarks/?id=folderid. However, Opera provides a customization of the Chromium bookmarks page that doesn't support that. I consider it a bug, which I filed as DNA-68588 in early 2018, but it was dropped as no on wants to work on it. So, in other words, you're out of luck.
There isn't a way to exclude sites/domains when clearing data with opera://settings/clearBrowserData. You'd have to use opera://settings/siteData and the search field to remove only the sites you want to remove. Another way to remove just a site's data is to hit ctrl + shift + i on the site, goto the application tab and then the clear storage section.
Another option is to clear all data, goto ``opera://settings/content/cookies``` and turn off "Allow sites to save and read cookie data (recommended)" and add only the sites you want to the allow list. Then, there'll be nothing to clear except the sites you want to keep besides cache and history maybe.
There might be an extension at https://addons.opera.com/en/search/?query=cookies or https://chrome.google.com/webstore/search/cookies that can help Opera do what you want. Not sure though.
What version of Windows? Is it an "N" or "Enterprise" version? Using 8.1?
If you have an "N" version, you'll need to install the Windows Media Feature pack. See https://support.microsoft.com/en-us/help/3145500/media-feature-pack-list-for-windows-n-editions.
What does the test at https://www.youtube.com/html5 show? Is everything supported?
What does https://bitmovin.com/demos/drm shows for MSE and EME support?
Have you tested in the developer version of Opera?
Modify Opera's shortcut to launcher.exe and pass the --user-agent switch to it to identify as Chrome for Windows. Launch Opera and try again.
"path to launcher.exe" "--user-agent=Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/75.0.3770.142 Safari/537.36"
Or, you can set a user-agent for the site with an extension. See https://addons.opera.com/en/search/?type=extensions&query=user+agent.
Also, try with a fresh profile. Download hte Opera installer, launch it, click "options", set "install path" to a folder named "Opera Test" on your desktop, set "install for" to "standalone installation", uncheck "import data from default browser" and install. Test in that Opera, but don't enable Opera Sync and don't install any extensions. Also, don't enable VPN. Try the same thing with Opera Developer.
After trying to play the video, you can goto the URL opera://media-internals, click on the player to expand and look at all the details. It should tell you why playback failed if the site lets Opera get that far.
Which keyboard? On most international keyboards right-Alt is used to access extra characters not used in English. I would guess since you are even asking that you don't use an international keyboard, but it is a guess - you should have said so.