UI

So, looking through the comments to-date on this topic, the following appear now addressed:

"I hope that thumbnail previews on tabs would return"

Go to edge://flags in the address-bar, then turn-on both "Tab Hover Cards" and "Tab Hover Card Images", then restart Edge

"Add back the option to "Always clear this when I close the browser""

Menu > Settings > Privacy, search, and services > "Choose what to clear every time you close the browser"

"Add Dark Mode (ouch, my eyes!)"

Menu > Settings > Appearance > Default theme > change dropdown to "Dark"

Ones where workarounds are available:

"Add a option to display the Open/Save when download like "old" EDGE."

Menu > Settings > Downloads > "Ask me what to do with each download".
(Or right-click on specific download-links and choose "Save link as...")

Ones I'd agree with:

"Preview page when hovering it in app bar"

I assume by "app bar" the user meant "the Windows Taskbar".  If so, currently only the active tab will display a preview.  I'd suggest changing this to follow the Start > Settings > System > Multi-tasking > "Pressing Alt + Tab shows" option the user has selected.  So if they have selected "the 5 most recent tabs in Edge", then when they hover-over the Edge Taskbar tab, also show previews for the 5 most-recent tabs there too. 

"Add History, Download, Favorites on one place. One page with 3 tab maybe?"

Currently for both Favourites and History they launch a pop-up window, and you can click the Pin icon to turn them into a side-panel, whereas Downloads only launches a new tab.  I'd like to see a sidebar-style UI for all-three, along with a "Open in tab" button to launch a full-page UI version.

"... it would be great to have an option to auto-hide the scrollbar and only [show] the small bar when you scroll."

Given Edge is supposed to be seen as a built-in Windows 10 app, it should just honour this setting:
Start > Settings > Ease of Access > Display > "Automatically hide scroll bars in Windows"

"[Edge] settings integrated with the UI not as an HTML page"

On Windows 10 specifically, would it not make-sense to move the settings inside the Settings app, given Edge is supposed to be seen as a major, built-in component?

"So, lets play a game called: Which is the active tab?"

Yeah, currently Edge is awful at highlighting the active-tab, especially in the default dark-theme.  IE11 used to do a much-better job at highlighting the active tab.  I don't know why they don't just add a highlight strip at the top of the tab, and by-default make this match the accent colour you have selected in Windows 10, along with a "pick custom colour" option so other supported platforms (Win7/Win8.1/macOS/Linux) can customise this also.