Hello
If the gear icon is missing on your new tab page, you can try the following methods to change the new tab background:
Clear the new tab page cache: Go to Edge Settings > Cookies and site permissions > Manage and delete cookies and site data > See all cookies and site data. Search ntp.msn.com then click the bin icon to remove and check if the issue is fixed.
Check the Hosts file: If ntpmsn.com is being blocked, remove it.
Use a different theme: In the left menu, click on Appearance; Under Theme, click Discover more themes; Click on Get on the chosen Themes and then on Add Theme; Now close Edge and open it again; Go to Edge Settings; Click Appearance; Click on the downloaded Theme; Now your new tab Page should be changed.
Create a new test profile: Try a new test profile in Edge Settings > Profiles.