Somewhere in between v79 and v80 - and continuing until the most recent v.82_beta-versions - Opera_Android can no longer access the internal download storage-space, neither on internal-SD nor on an external SD-card.
So when trying to start a download an error-message will occur that the storage-space is not available or cannot be accessed.
This is peculiar in Opera while other browsers like FireFox, Google and Samsung still can access the internal storage for download.
What will complicate the situation here is that Opera is meant to be running on a "leaned-down" Android-version for Smart-TVs which does not contain a working "FILES.APK" ("com.android.documentsUI") as usually present on Android-11 and which the vendor of the dedicated Android_Media_Player cannot provide either on request. This will limit access to external SD-storage considerably as no access to arbitrary directories can be granted that way, But other browsers can at least access the internal storage-space located below their own install-Dir.
Needless to say that the preferred Directory for storage cannot be changed/individualized in Opera-settings either (which is also true for the other browsers - but they can at least access their own internal storage-space).