Computer Configuration > Administrative Templates > Microsoft Edge
Both
HKLM\Software\Policies\Microsoft\Edge
This policy lets you manage whether the indicator User Interface (UI) for enhanced security mode is shown or not when ESM is turned on. If you enable or don't configure this policy, the indicator UI is on. If you disable this policy, the indicator UI is off. Note: If this policy is used, only the indicator User Interface experience is supressed - ESM is still turned on. For more information, see the 'EnhanceSecurityMode' (Enhance the security state in Microsoft Edge) policy. For detailed information about Enhanced Security Mode, see https://go.microsoft.com/fwlink/?linkid=2185895