I had to modify that registry entry to \\ instead of just one \ in the paths for it to actually add it in the registry. The GPO settings would finally open in Edge but if there are any spaces in the GPO name, it will open the words between the spaces into new tabs instead of one long URL and won't display the GPO settings. It only works right now if the GPO name has no spaces.
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\App Paths\IEXPLORE.EXE]
@="C:\\Program Files (x86)\Microsoft\\Edge\\Application\\msedge.exe"
"Path"="C:\\Program Files (x86)\\Microsoft\\Edge\\Application;"
I'm still trying to find a way to get it to open them into one tab because we have so many GPOs that would need to be updated.