See 'Menu -> help -> about Opera' for the location of the mail folder. Can someone point me in the right direction? However I can't find where the email for Opera Mail is stored so I can upload it. You can do the same for POP to IMAP if needed. You can ctrl + a to select all the messages in an IMAP folder and drag the selection if you want.
Connect to both accounts via IMAP and just drag messages from the IMAP folder of one account to the IMAP folder of the other account.