Computer Configuration > Administrative Templates > Microsoft Edge
Both
HKLM\Software\Policies\Microsoft\Edge
Microsoft Edge will block navigations to external protocols inside a sandboxed iframe. If you enable or don't configure this policy, Microsoft Edge will block those navigations. If you disable this policy, Microsoft Edge will not block those navigations. This can be used by administrators who need more time to update their internal website affected by this new restriction. This Enterprise policy is temporary; it's intended to be removed after Microsoft Edge version 117.