That means your settings is set to Opera as default Browser. And that can be set by the O/S as well.

My FF Preferences shows default browser.

How do I set the default browser in the O/S?

Also - In my System Preferences>General>Default Web Browser>Firefox.

This is the message I get when I click on the Opera icon.....

Opera is not set as the default web browser on your computer.

Would you like to use Opera as your default application for viewing webpages? I click NO.

But, the FF URL's draged to the desk top still show a white icon, with a Red "O".

Then you got a O/S issue caused and sounds like the security software is the problem causing it to not recognize the Browser shortcut. Also are you sure your dragging to create shortcut not dragging the exe file to the desktop can also cause that problem.

I highlight the URL and drag it to the desktop - then I get a rectangular white icon with a red "0".

I would I detect the difference in what you refer to?

If you save an HTML file ,do these also get an Opera icon?

I assume that this is about .webloc files?

Maybe this file extension is still linked to Opera.

You didn't write whether these files open in Opera of in Firefox if you double-click them, so can you clarify what happens?

Maybe you can use the context menu or other ways to associate the .webloc file extension with Firefox, I don't know how this works on Mac.

This occurs with anything from the FF URL that is put/dragged to the desktop.

Each of the Icon's that have the Red "0" does open in FF, that is why it is so strange that the Icon shows as White with a Red "0".

And all sitting's shows FF as the default browser.

UPDATE:

When I right-click on an red"O" icon and click Get Information the area where you can change the application is greyed out, this is on all the red "O" icons.

Also, we did find a FF icon on the desktop, and I did the same right-click > Get Information and the change application area is active.

So now, why would the change area be greyed out on the red "O" icons?

Further UPDATE:

Ok - The URL in the Get Info of the icons is WEBLOC which I found has to do with Safari and when I remove the LOC - the icon becomes a Safari icon.

But, why are the icons Opera (white with red "0") with the LOC after WEB, and being that FF is my default browser how can I change the settings to make the icons FF - they do open to FF web pages?