If the built-in VPN doesn't work, you can try routing your traffic differently.
This method unblocks sites in every browser and app, not just Opera GX. It’s great for home networks or personal laptops. how to unblock websites on opera gx
Slower, often riddled with ads, and not safe for logging into accounts (the proxy can see your data). Use only for casual reading. If the built-in VPN doesn't work, you can