Hi Joe,
Sorry for the inconvenience the problem caused for you.
Based on your description, you encountered a problem when trying to connect SharePoint to File Explorer.
When you connect SharePoint to File Explorer, you need to meet some conditions, may I confirm whether you have fulfilled these conditions in this article?
About one of the conditions, since you mentioned that you have already add the link to the "Trusted Sites", we also recommend that you can add the following links to it:
Additionally, I want to explain that mapping the SharePoint library to a network drive uses WebDav, an older technology which is slower and less reliable than syncing SharePoint files with the new OneDrive sync client. The OneDrive sync client provides Files On-Demand, which allows you to access all your files in OneDrive without using local storage space.
And there are some limitations for this feature:
Best regards,
Jazlyn