Computer Configuration > Administrative Templates > Microsoft Edge > SmartScreen settings
Both
HKLM\Software\Policies\Microsoft\Edge
This policy lets you configure whether to enable DNS requests made by Microsoft Defender SmartScreen. Note: Disabling DNS requests will prevent Microsoft Defender SmartScreen from getting IP addresses, and potentially impact the IP-based protections provided. If you enable or don't configure this setting, Microsoft Defender SmartScreen will make DNS requests. If you disable this setting, Microsoft Defender SmartScreen will not make any DNS requests. This policy is available only on Windows instances that are joined to a Microsoft Active Directory domain, Windows 10 Pro or Enterprise instances that enrolled for device management, or macOS instances that are that are managed via MDM or joined to a domain via MCX.