I think you're discussing two separate problems here and there are two distinct answers - because needless to say I can get Opus to do exactly what I want
The problems with assigning custom styles to hypertext are almost certainly because new styles and their application tend to get done in the wrong order. If you try to adapt an existing style and then click New Style it will start again. We don't have a Save Style As.. Always click New Style and then create the style you want. Then once you've created the style, make sure it has been applied, using the Apply button and check that the properties were properly applied as occasionally they seem to want to reset.
The other problem - with the IMP example - is that hypertext is being used in a listbox so Opus does not know that you are trying to edit hypertext because list boxes have their own selection style etc - that's what is important to them. I'm not sure why you would want to use hypertext in a list box - either you want the list box function (for which hypertext is redundant) or you create a scrolling text box of hyperlinks. I am surpised it works at all as there potential for major conflict there.
However if you must then the way to do it is to create a text box with all the hypertext first, apply the relevant styles. Then right click and use the
Convert to option to change the text box to a listbox. It should magically retain the hyperlink style and override the listbox settings but Opus won't let you go in and change the hypertext settings again because you now have a listbox.
Hope this helps.
Paul