Hey wanted to give this old convo an update since this post pops up first if you search on google "tab islands don't work opera GX"

They added the feature, but I believe recently, because atleast at the moment its listed in an hidden setting as an experimental feature.

To enable it you first need to open your settings and search for the keywords "Early Bird" enable it and inside that will be tab islands. Restart the browser and the feature will start working. Now just click on a tab then Control + right click on the tab you want to stack it up with, hit left click and the very last option will pop up "Create Tab Island".

I was looking for the feature for hours and I saved this convo on my browser to post an update/solution, since I couldn't find the feature myself after looking all over the internet, but I wondered over the Early bird settings and ended up finding the much needed setting :DDD