Close Settings in Windows if it's open.
In Opera, goto https://example.com and hit ctrl + shift + j to open the console in the developer tools.
Type:
Notification.requestPermission().then(permission => { alert("Permission: " + permission); });and press enter.
When asked to allow notifications for example.com, choose "yes". You should then see an alert dialog saying the permission was granted.
Then, in Windows, goto "Settings -> System -> Notifications", make sure notifications are enabled, "Do not disturb" is disabled and there's no focus session enabled. Then, see if Opera is in the notification app list (it should be now if it wasn't). If it is, click "Opera" in the list and make sure its notification settings are correct.
Then, restart Opera.
Then, go back to https://example.com/, open the console again, type:
new Notification("Test notification from example.com");and press enter to test that notifications work for the site.
Does all that work at least?
It does for me, but I'm on 23H2.