SharePoint 2016 Library Feature Open with Explorer does not work with Microsoft Edge

You can also take a look at below and see if it helps.

Once IE is opening file explorer without prompted for credentials we can continue to getting this to work in Edge.

Create a text file called explore.txt with the following code

<script type="text/javascript" src="/SiteAssets/explore.js"></script>
<button type="button" onclick="openExplorer()">Open in explorer</button>

Create a text file called explore.js with the following code (note: replace [SPSITE] with your domain ie microsoft.com)

We modified this function from the code we found here https://stackoverflow.com/questions/13346798/link-to-open-with-windows-explorer-on-sharepoint-2010 posted by Sam Rose (thanks Sam)

function openExplorer()
{

var strWebDav = 'file://///[SPSITE]@SSL/DavWWWRoot/';

if(getQueryString("RootFolder")!="")
{
var strURL = getQueryString("RootFolder");
}
else
{
var strURL = top.location.href.replace("https://[SPSITE]","")
var intLastSlash = strURL.lastIndexOf("/")
strURL = strURL.substring(0,intLastSlash)
}

if (strURL.lastIndexOf("/Forms") >-1)
{
strURL = strURL.substring(0,strURL.lastIndexOf("/Forms"))
}

strURL = strURL.substring(1,intLastSlash)  //remove the forward slash from the library addresss
strNewURL = (strWebDav + strURL); //create the full URL address by adding the WebDav part to the current library address


window.location.href= strNewURL;


}

function getQueryString(name) 
{
name = name.replace(/[\[]/, "\\[").replace(/[\]]/, "\\]");
var regex = new RegExp("[\\?&]" + name + "=([^&#]*)"),
results = regex.exec(location.search);
return results == null ? "" : decodeURIComponent(results[1].replace(/\+/g, " "));
}

Upload these files to your site assets library at the root of your SharePoint site collection (or whatever library you wish to store the two files in)

Now you just edit the page of the library where you want to use open in file exporer and add a CEWP that points at your explore.txt in my case this was /SiteAssets/test.txt

This works for us, we are now in the process of working out how to add the button to the library tab of the ribbon under the Connect & Export section

Hope this helps somebody, I cannot beleive Microsoft have not put something in place to overcome this must have feature not working in Edge