I was having the same issue, reinstalled Edge and it finally installed KB5005565 successfully.
Thanks so much Raccoon. Reinstalled Edge and download of KB5005565 worked fine. I was quite wrong about the Version issue as far as KB5005565 is concerned- there is a current Features update for 21H1 version of Win 10 that is awaiting a download- I got confused with this, which I think will still not work on my 20H2 Version, but is optional as a download anyway. There is in fact also a Windows 10 Update Assistant download from Msoft which apparently gives an upgrade to 21H1 and I will try this in due course. Thanks again.