Dear @ADSant ,
Thank you for your post in our forum.
Currently, we could not download files from SharePoint Online to local by drag-and-drop in Edge.
As to the second question, it is recommended that you send feedback to Microsoft SharePoint Feedback.
I hope I can offer you a better experience next time if I have a chance to work with you again.
Yours sincerely,
Renjie Sun
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.