Despite looking through all of these forums and trying all the solutions, I couldn't figure out why my Opera VPN wouldn't connect - it was always stuck in 'Connecting' mode.
Finally, I realized that it was due to the DNS servers that I am using on my ethernet adapter. I was using OpenDNS server (18.104.22.168 - the FamilyShield one). When I changed my DNS to my ISP's DNS servers it fixed the problem and I can connect to the VPN fine now.
Hope this helps others that may have the same problem.
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[Tip]VPN stuck 'Connecting' due to using OpenDNSOpera for Windows