I have the same problem, Opera VPN not working in my Windows 10 64-bit laptop with Avast Free Antivirus. It occurs primarily after closing and restarting Opera. When VPN stops working, many times trying another VPN location isn't possible.
Solution mentioned in previous post, Avast url exclusion
https://api.surfeasy.com/* makes this problem occur far less often but it's not 100% fix for me.
Luckily in my case reboot helps, at least "optimal location" works and usually some other locations too.
Another solution is to disable Avast shields for a second and then re-enable (system tray Avast icon - right-click - Avast shields control) while Opera is stuck on connecting to VPN. If this doesn't work online, try offline. This trick has 100% success so far.
