VPN option in Opera browser is a useful feature to have without installing any extra add-ons.
However, by default, when VPN is enabled, the local search engine will bypass it and use the actual IP address for accurate results.
This means that searches done using the default search engines in Opera even when VPN is on will detect the original IP address and location for returning search results.
This can be changed if needed. Here is how :
Access Opera settings by typing in address bar:
Next, scroll down to Settings >Privacy & security.
Over there, remove the tick next to Bypass VPN for default search engines.
From now on, all the searches originating will match the VPN IP address and their corresponding locations. This can be seen by the blue VPN label next to address bar when using local search engines.
All done.