How do I disable the ctrl+shift+E shortcut in Edge? Or disable that specific sidebar altogether?

Most of Edge's keyboard shortcuts can be disabled, but it takes either the use of Group Policy or an addition to the registry. The shortcuts concerned are listed here: Configurable Microsoft Edge commands | Microsoft Docs

A simple way to perform the registry addition to disable Ctrl-Shift-E (sidebar search):

1. Close down all running instances of Edge, using Task Manager (Ctrl-Shift-Esc) if necessary to End task on any instances of msedge.exe.
2. Copy this line of code: reg add HKLM\SOFTWARE\Policies\Microsoft\Edge /v ConfigureKeyboardShortcuts /d {"disabled":["sidebar_search_selected_text"]}
3. Right-click on the start button and select Run to open a run box.
4. Type cmd and press Ctrl-Shift-Enter to open an administrator command window. Give permission when prompted.
5. Paste (e.g. press Ctrl-V) into the window and press Enter.
   You should with luck see a message like The operation completed successfully.
6. Close the command window, launch Edge and test.