You got me thinking, perhaps that appcontainer loopback issue that prevents hosts file from working in edge might also stop emsisofts method. I found this post...
"I would believe this has to do with AppContainer (our DNS filtering works via hooks, and AppContainer prevents hooks). If you have the option in chrome://flags for AppContainer turned on, then turn it off. There's no way that I know of to turn it off for Edge, so you'll have to wait until we can fix this issue (which will hopefully be soon)." Reference: https://support.emsisoft.com/topic/...-surf-protection/?tab=comments#comment-182931
What are the 'other browsers' you refer to? Have had all sorts of trouble with the latest FF (v.61) blocking or failing to reach certain sites but working fine on others. Opera etc connect to these sites just fine.
For future reference, telnet is also useful for testing connectivity to websites (as long as plain http is available) specifying Host makes it work when the IP is a reverse proxy.
Not sure about Emsisoft, but in AVDefender (managed Bitdefender) I know there's a bunch of functionality like content filtering that doesn't work on servers. I haven't investigated it too hard, but it wouldn't surprise me if it was similar to this.