If it were my machine, here's what I would try next.
Let's create a new local user.
Sign on as that user.
And then try using edge to download something.
Pretty easy really.
And it's way easy to delete the new user if, for some reason, you don't want to keep it.
I for one, like having a virgin user profile around just for testing purposes. (Like thing.)
Anyway, you can use "Netplwiz" to do it.
It should take a minute, maybe less to do.
The object of this exercise is to determine if your Admin profile folder (and some of its content) is hosed.
Just do this:
Right click on "Start"
Left click on "Run"
Type in Netplwiz \ OK
Click "Add"
Sign in without a Microsoft account (not recommended)
Local account
Enter a User name
No password
No password verification
And no password hint
Finish
End Netplwiz
Sign out of WIndows
Sign in as your newly created user
Wait for things to calm down. Win 10 will take a mnute to create a new user folder and such.
Then try opening Edge and downloading again.
Let us know if THAT worked.