Hello TGeorge111,
Thank you for using Microsoft products and posting to the community.
I understand how anxious and frustrating this issue is at the moment, and I very much hope I can help you in some way. If you were able to open the website shortcut in a new window a few days ago, but it no longer works, then it's likely that Microsoft Edge has been updated and the parameters of the shortcut have been changed so that you can no longer open your previously set shortcut in a new window.
Microsoft attaches great importance to user experience, for your current situation, I sincerely suggest that you send feedback directly in Microsoft Edge, in which you describe your situation and your suggestions in detail. The development team will regularly review submissions for ideas or fixes.
You can send feedback by clicking on Settings - Help and Feedback in the upper right corner.
Currently, you can try to install the site's application on your device and create a shortcut of the application on your desktop, which will normally open the site in a new window. You can refer to the link below for more information. And you can refer to the following chart for the specific steps.
Install, manage, or uninstall apps in Microsoft Edge - Microsoft Support

However, if you have created a shortcut to the site in this way before, but it is not currently working again, then feedback may be the best way to go.
Your understanding is highly appreciated! Hope you are keeping safe and well.
Sincerely
Mavis - MSFT | Microsoft Community Support Specialist