Hi @Toru-san,
The "ShowDownloadsInsecureWarningsEnabled" policy is applicable to Edge version 128 or later. The latest version of Edge (Stable) is "127.0.2651.105", so it is currently impossible to view the setting location of this policy in stable Edge (because it is impossible to deploy this policy now). You can view the settings location of this policy and deploy it according to this document after upgrading Edge to version 128. You can also refer the image below.
Please note that if it is deployed through the registry, this policy can be deployed directly. However, if it is deployed through the Local Group Policy Editor, the latest policy template needs to be installed.
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Best Regards,
Jinxin Wang