I noticed recently that Opera is testing built-in VPN within there early beta version. I'm very impressed so far, seems to work great. It would be great if Vivaldi offered this as an extra level of security, or at least an option.
The opera "VPN" is nothing of the kind– it is in fact just a web proxy. Vivaldi supports proxies, check the network settings.
Of course Opera is including usage of their web proxy for free, which is really great. But that would be a significant cost for Vivaldi so I wouldn't hold my breath.