Opera in data serving modes works by your local Opera browser no longer connecting directly to the sites you visit, but instead uses Opera owned servers around the world as proxies. In those proxy servers is where the various data/html/image transformations (data saving) happen.
In essence, the Opera proxy servers browse on your behalf, and they afterwards send the user’s browser transformed (compressed sort of) versions of the pages requested.
That of course can have various side-effects on a monitoring plugin, like WordFence.
For one, the visiting servers will be seen as crawlers. They do not behave like a human visitor would, or like a normal proxy-user would. The transformation is not a simple proxy server use, where there are a 1-to-1 relationship in both request and speed between what files the Browser and the proxy calls for. The data transforming servers actually interpret the whole page and makes independent loading and caching decisions.
Second, depending on rate-limiting settings, these servers can much more easily get caught up in rate limiting or even deemed to be scraper proxies, then blocked manually.
Read-ahead page loading, multiple users using Opera savings modes, and arriving through the same Opera proxy server. WordFence (and your site) could see them IP-wise as ONE visitor, not as separate visitors. Confusing the heck out of rate-limiting. Also, since rate-limiting blocks only for a “period”, the “evidence” of the failures by rate-limiting, so to speak, can vanish into the blue when the period expire. ??
What fails at some points or in some cases, depending on speed of browsing, can look to work perfectly when testing it later. Hence there is not necessarily a way to compare @wfsupport’s test with what site-local users are seeing. Maybe not in the busy timezone for this particular site, where they are more likely to see the accidental rate-limiting. Imaging a new tour group, for some reason more likely to have multiple Opera users suddenly visiting in bulk. Maybe sitting on similarly configured church/library computers looking at the “Bible tour” they are all going on. ?? All seen as one, if using Opera data-saving.. ??
Third, you can see visits from many “mysterious” places depending on where the particular Opera server chosen by Opera is located. Originally, most visits would be seen as “Iceland”, where they were located, but these days it can be sort of anywhere. A human Opera user in the UK, visiting his own site in the UK, have seen his own visits as coming from Nairobi, Kenya or similar odd places.
Fourth, as a side-effect of the above, the “visits” from local users might suddenly appear to be from a country that is otherwise blocked on the site, if some kind of country blocking is enabled. There is absolutely no guarantee, that the Opera servers doing the data transformation will operate out of the same country as your browser would with data-saving turned off. So Country blocking turns kinda useless when directed at Opera users. Or generally proxy users, which is really what Opera’s data-saving is.
BTW, This is principally similar to how Chrome’s Data Saver mechanism works for Chrome by running all content through Google’s servers (much more likely to be in the US probably).