@shmu26,
I installed the Edge Chromium. It replaced the native Edge and I have 4 icons: 2 icons in Start Menu (small icon in the left narrow panel and large icon in the right panel), one icon pinned to the taskbar, and one icon on the desktop. All are not blocked by H_C.
It is probable that you use Edge with 2 different setting profiles, so one of them can be in the folder:
c:\Users\username\AppData\Roaming\Microsoft\Internet Explorer\Quick Launch\User Pinned\ImplicitAppShortcuts\
Simply copy the blocked path, and use <Whitelist By Path><Add Path*Wildcards> to whitelist the shortcut.
Edit
The ImplicitAppShortcuts folder will be whitelisted by default for shortcuts in the new H_C version.