Allow proxy setting independent of OS/X
Please allow Vivaldi's proxy settings to be configured independently of the operating system (just like Chrome and Firefox.) The most important reason (for me) is that OS/X does not yet support HTTP proxies over SSL. (Not to be confused with SSL over an HTTP proxy.) HTTP proxies over SSL are fully supported by Firefox and Chrome through a PAC file, and used for all sorts of applications. (E.g VPN-like plugins, securely proxying into a company network, etc.) Another reason is that the OS/X proxy settings are picked up by a lot of apps, not just browsers. Using a proxy shouldn't unnecessarily be an "all or nothing" decision.
Second that. Having an option to use either system-wide proxy and Vivaldi-specific custom proxy is another suggestion. Having multiple custom proxies configured to make it easy to switch between them is even better - there are use cases for that too.
Second OP's statement. Particularly his last point – that a proxy setting be best app specific rather than OS specific. This is currently not possible with Vivaldi relying in OS/X's own settings.