Most bands using those elements compose them on their own, rather than sampling. On the first Cadaveria album, the intro to the opening track "Spell" seems to be sampled from an Opera record, although I'm not well-versed enough about Opera to tell you the source. See related link at the bottom.
Edit: Okay, so, according to the information at the link, the intro segment is from Giuseppe Verdi, La Traviata, act II, scene XV.
the song directly before all i ask of you is why have you brought me here
I can by nas
Most of the song samples the last minute of thriller.
The Merry Widow
The song "It's All About Me" samples the song "Moments In Love" by Art Of Noise.
in the phantom of the opera them song the phantom of the opera is the subject of the song
The Metal Opera was created on 2001-01-22.
Opera - song - was created in 1983.
The Opera House - song - was created in 1996.
The Metal Opera Part II was created on 2002-10-29.
There is no name for it. However the ending of an opera is usually referred to as the finale of the opera.
the song directly before all i ask of you is why have you brought me here
I might be called Invasion. There is another opera-like song but that should be the one.
That's from the opera "Carmen," by Georges Bizet.
I can by nas
Figuro
I believe you are thinking of the song "The Phantom of the Opera"