Howdy,
I don't use Microsoft Edge, but changing autocorrect in Keyboard Preferences may not be enough to disable it.
Many apps have their own Autocorrect settings.
TextEdit for example has it in both the Preferences and Edit Menu.


So please check out Edge settings, both in Preferences and the Edit menu to see what options are there.
Also, from How to configure spell checker on the new Microsoft Edge
- Open Microsoft Edge.
- Click the Settings and more (three-dotted) button from the top-right corner.
- Click the Settings option.
- Click on Languages.
- Under the "Check spelling" section, turn on the toggle switch for the languages that you want Microsoft Edge to check spelling while you're typing.

Quick tip: If you wish not to use the spell checker, turning off the toggle switch for all the languages will disable the feature.
ivan