@burnout426 I'm not really sure what type of file it is as it doesn't say, but where I'm download/installing it from is Opera addons, ...one specifically that doesn't work is, https://addons.opera.com/en/wallpapers/details/rain-10/

Errr why won't this add to my wallpaper?!

I click on + Add to Opera and I watch it go from, Installing to Installed, but when I go and look it's not there, and when I refresh or go back to the page where I got the wallpaper from it says, + Add to Opera like as if I never added it yet I did. This is happening with half of them and I just freshly installed Opera. Any suggestions?**