(Cleanest solution but you need to do this every time or create your own launcher for it.)
#Download opera for mac install
That gives you a drag and drop install from a DMG. Or for a fresh installation: download the full installer DMG from Opera's servers: The application is self-contained and will create all necesary support files on the fly when run. This can be circumvented by copying an old version of a fully installed Opera from a backup. Like many vendors you may end up with a tiny download that is only an installer stub that pulls in the actual installation data at runtime. You need the actual application or the full installer Mounting a disk image is possible without internet connection.
The screenshot in the question doesn't show the verification of the DMG on mount but the verification on application launch. There are a few problems to consider here: