In my opinion, it took me too long to find the solution online, that’s why I am posting this blog entry (apart from self-interest as a reminder ).

So, after you have possibly created and edited the customized keyboard setup to your needs – drumroll – while in the Edit-Dialog of your keyboard setup (Tools -> Preferences -> Advanced -> Shortcuts -> select your “Keyboard setup” and click Edit) you need to click on the Default button in order to (as I called it) “enable” the keyboard setup.
That’s all there is to it – simple if you know it, but a bitch if you don’t and try all sort of tricks .

Btw, for those of you who’re interested: The only change I made in the keyboard setting (and that really matters to me) is that I like Ctrl+D to perform “Paste + go” as it used to do in older Opera versions. For me it was one of the most useful shortcuts ever and in my opinion was way more efficient than the “new” default setting (after Opera adapted Ctrl+D to be “Bookmark directly”, that I never use anyway, from Firefox).