This is not Edge IE settings for legacy mode. See Edge IE mode here.
Using Edge with ETO (Touchpoints and Non-Legacy)
1. Select the three vertical dots in the upper right hand corner of your browser.
2. Select "Settings"
3. Select "Privacy, Search, and Services"
4. Under Clear browsing data, select Choose what to clear.
5. Make sure to choose: Cached Images, and Cookies and other site data
6. Select Cookies and Site permissions from the sidebar
7. Select Pop-Ups and Redirects and either disable the blocker or add your ETO URL to the allowed list