Edge Chromium still has telemetry data sent to MS but it respects the privacy control and group policy in Windows, so if you have already set Windows telemetry to low, it sent almost nothing. I recommends usage of "O&O ShutUp10" to disable all Windows and Edge telemetry.
It doesn't have telemetry data sent to Google (no contact with Google owned domain).
It also has a third party tracking blocker included and enabled by default which makes it way better than Chrome on that point. On my installation, it even blocks Microsoft tracking...
I use Pi-Hole to keep track of the domains reached by Edge and so far, there are nothing really worrying me (I already use Windows so my expectations are relative).