As far as I know, Opera should not be blocking downloads but at most showing a warning depending on the kind of file.
same goes for my windows updates sometimes it lets me download and install them and other times i keep getting windows could not search for new updates
It probably means that there is something wrong on your Windows installation. Maybe you should ask about it in a Windows support forum.
Error(s) found Code 80072efe
A quick search showed that it may be related to firewalls and/or anti-virus.