What’s happening is that you are not redirecting all traffic to HTTPS, so you visit your website via HTTP and that’s why it shows as insecure. The following guide should help you:
Additionally:
ZeroSSL is supported on Edge, you can demonstrate that by visiting my ZeroSSL testing website https://thirdssltest.epizy.com. Just because a browser isn’t listed doesn’t mean it’s not supported, and since Edge is built on Chromium and Chrome is supported most Chromium browsers should be as well.