Yes, all cookies enabled but a few months back I regularly got a pop up saying they weren't enabled on some sites. Used the "report site problem" to Opera those times. Now no pop ups.
Something I have recently reported to Opera on the Opera forum is also the downloads problem. In Yahoo Mail I select download whatever attachment there is to the mail.
Download is almost instant, the message comes up 'done' but nothing is done, the file regardless of original size is 30KB or thereabouts, and won't open. I use IE8 for my downloads for the last few months. IE8 is not my ideal choice of browser and really slow on my computer and my Internet.