Microsoft Edge can't download, open and keep a file with a long name

Ah, so if there's a difference between Chrome and Edge, then I agree that it's a bug. I see two distinct modes of failure in Edge. If the file name alone is longer than the max path, saving explicitly is denied with an error dialog telling you the filename is invalid (which is a little misleading). Then, if the file name + the path is longer than max path, saving silently fails, and the download is still in its prompting state if you enabled the option to ask what to do with downloads.

In Chrome, I still get the explicit failure if the name alone is too long, but I do see slightly different behavior for the in-between case. In Chrome, it explicitly fails with a download error, which isn't quite what you're describing, but is still arguably better than what Edge is doing, so I'll ask the downloads team if we can get some better error detection.