SOCKS error: Connection closed by remote server
When setting up SOCKS only proxy in Opera web browser make sure to specify the IP address instead of your fully qualified domain name (FQDN). Using a host name will not work and Opera simply fails to connect to the proxy server.
Sample working setup screen shot with a Dante proxy server , note that HTTP, HTTPS, FTP, SSH options are left blank.
Bug DSK-364301 has been filled with Opera, if it has been a while since this post and the issue still not fixed feel free to add your word of encouragement by emailing DSKfirstname.lastname@example.org :)