Suspicious never before seen threat warnings in notification area

I’m sure this will be on one of the links which has been posted but in case it isn’t:
You should backup your favourites then close Edge, either by clicking on the X, by ctrl, alt del & then open task manager & find Edge entry & click on this & choose end task.
Then open Edge & it will offer to start afresh, you can then clean the browser’s cache, cookies & history.
If this isn’t enough you can reset Edge by Right-click on the Start button in the lower-left corner and select “Apps and Features “.
Scroll through the list until you find “Microsoft Edge”, click it, and then click on the “Advanced options” link.
Next, click on the “Reset” button.

NMI said:

It's only notifications from a single site which can be easily blocked or removed with six quick clicks.

(Why would Edge offer to start afresh if you just close and then open it?)

Just offering my take on the OP problem with a potential solution.