Raymond Gubbay, audacious people's impresario, turned out to be the mystery link in the opening weekend of the Royal Opera's new season. Ever a thorn in the "official" opera world's flesh, especially now that he is to set up his own company, he surely earned a little chuckle. Francesca Zambello, his newest arena opera recruit, had directed the opening Don Giovanni on Friday. The following night, one of his first arena discoveries, the Chinese soprano Li Ping Zhang, was Madama Butterfly, the role she sang triumphantly at the Albert Hall five years ago. At this rate, the only distinction between companies will be the price of seats.