Hi
Try this...
C:\Users\User Name\AppData\Local\Packages\Microsoft.MicrosoftEdge_8wekyb3d8bbwe\AC\MicrosoftEdge\User\Default\Favorites
Mike
PS. I'm always plugging this program but, I want to suggest that you download and install Agent Ransack, (a stand alone search utility for Windows) I've used it for years.
It will find anything in seconds anyplace on your computer, and it's really easy to use.
Once installed just right click where you want to search in File Explorer and select Agent Ransack, then type in what you want to find.
One of my favorite programs of all time!
I couldn't get along without it.
Best of all, it's free!
Agent Ransack - Download