@janmlar Sync in Opera works a little bit different as you'd expect to do.
That means: Speed Dials from different devices are kept separate, so that each of your devices has its own. This is, at least from my humble experience, very handy as you might not want your phone have the same as its screen is much smaller.
But as you're talking about two computers the situation is quite different and you want to have the same settings on each of them as you might have in Chrome, Edge or Vivaldi.
To my best knowledge this is only possible in Opera manually, at least when talking about speed dials and bookmarks.
So, when you go to your bookmarks menu which appears as the heart symbol on the sidebar you can easily chose to see the complete bookmarks by clicking on the link down below. This triggers a new tab to open where you get access to all bookmarks from all devices. Chose the one that you want to sync, copy all folders you want to have on the device you're using, and paste it into its speed dial page, deleting all the folders there that you don't want have.
The caveat with this is: Whenever you change anything on one device's speed dial this won't sync automatically to the speed dial on your other device. But of course you'll have access to all them from each device. So you must either replicate the change you made on one device on the other, unfortunately. At least this is how I know to do it.
When you're talking about your other settings including theme and wallpaper, beware that the latter two aren't synced either. And also not all of, but some of the settings are synced, best you check all that are important to adjust them if necessary.
I hope you get along with these steps.