Try reinstalling Opera and then try connecting to the VPN, if this won’t works for you then try the basic troubleshooting steps like
• Disable the router’s firewall
• Update the router’s firmware
• Reset the router /or modem.
• Flush the DNS.
• Run the basic Connection troubleshooter.
• Restart connected services.
• Lastly, reset router or modem to factory settings.
Hope after try the given fixes the VPN not working problem is resolved but if still facing the issue than contact the network administrator if connected to business network connectionas this may works.