@leocg Thank for responding. I knew that option, and I used to find a previous tab. But I did not consider it a menu ;-). I also knew you could use it to restore the lost tabs (equivalent to a short cut), but I preferred the tried and proven method of deleting the last tabs and session files.
The core of the matter seems to me not the remedy but the cause. Sometimes (or regularly) a new window is opened in Opera without the user knowing. In that case one window, the open and known one, contains x tabs ( x being some to a lot) and the other, invisible and unknown, contains only one tab. When the user closes the window he knows (no warning), the until then unknown and invisible new window appears. Now you have to be alert, prepared and aware you have lost your work and closing this new window maybe makes it worse, you have to know how to proceed. This went well until last week. I don't know exactly what went wrong. There is some (short)key on the right of the keyboard that by touching by accident made this happen.
This could be prevented when Opera would inform you that when you close a window with a lot of tabs (>1?, >10) there still is a window open and you might lose you tabs. It does warn you you close a lot of tabs (including the number), but that warning appears regardless there being another window open.
I have the impression there were more tabs and sessions files before then there were last week, so maybe there was something changed?
Another solution might be a 'save my tabs (for this window)' button appearing when you close down.