When Opera appeared with its free VPN app for iOS I configured it on my I Phone but after using few days I realized its features and servers are limited in fact you cannot connect to your desire country server. Another measure thing that free VPNs keep logs and your internet traffic details share with ISP's so it is reliable to use the best VPNs for iOS http://www.vpnlogics.com/best-vpn-for-iphone/
See the differences of VPN and Proxies: https://www.bestvpn.com/blog/4085/proxies-vs-vpn-whats-the-d...