Hello,
After my view, there are no such settings in Edge the same as all the settings in "Internet Options" in IE.
There are no such existing GPO settings to configure all the settings in "Internet Options" in IE to Edge, either. Perhaps such features in Edge (Trusted Zones, Restricted Sites....) needs Edge developers to develop.
We can feedback our request in the link below.
https://windowsserver.uservoice.com/forums/295047-general-feedback?category_id=141021
Thank you for your understanding and support.