Error Code: SECURITY_ZONE_ERROR
This Error you will receive if a actual Security Setting in Edge Browser is missing and can be solved as:
You need to add the https://admin.teams.microsoft.com and the https://login.microsoftonline.com page to the trust site.
As of now, the feature in adding trusted websites on Microsoft Edge is not yet available on both Windows 10 PC and Phone.
This very troublesome, but this work a round solves the problem for now.
Work a round: