I've set up a proxy in Opera. Using Opera Mail, I can't check mail through a proxy. I can check it by opening Gmail, but Opera Mail itself fails to check the e-mails.
How can I use it behind a proxy?
I use Opera behind a proxy, and I have the same issue because system administrators blocked the mail protocols (POP3, IMAP, SMTP). If this is the problem in your case too, you have to make a system administrator to reconfigure the proxy/firewall settings. Or just use webmail.