Same problem here, although I have selected Optimal location. VPN doesn't work on developer and latest stable version too for about last week.

Youtube video not working in last two releases of 45, it plays about 10 seconds, then load circle appears and opera gets stucked. Same if in that 10 second is video skipped to another position. Only process kill helps here, but problems stay. It's really interesting, that Edge have same problem, maybe it is something with windows 10 insider release. But in IE it works fine.