(1) Please go to this page in Edge: edge://settings/searchEngines
(2) Click the "..." after the Bing entry and choose "Make default"
(3) Close all Edge windows, wait a few seconds, then bring up a new one, then test doing a search
If search still defaults to Yahoo, then:
If this is a personal PC: you might an extension installed locking your search-provider: go to edge://extensions/ to check, and turn-off any you're unsure of, then close all Edge windows and then bring up a new one. You can also try bringing up an "InPrivate" window and doing a search there: by-default, extensions do not load in InPrivate. Beyond that, you might have malware, so try doing a Full Scan using the Windows Security app, or Malwarebytes (free for personal use). You can also do a full-reset of the Edge settings at edge://settings/reset too.
If it is a company-owned device, your IT may have set policies on Edge to force the use of Yahoo! as the search-provider. Have a look at edge://policy/ to see if there is anything there, or bring up a "Command Prompt" window via your Start Menu, type GPRESULT /R then press enter and look at entries under the "Applied Group Policy Objects" heading for anything with Edge in the name. (Or just speak to your IT Department and ask if this is something they force... may be easier!)