On January 15th, 2020 Microsoft released Edge v79, the first stable version of their Chromium-based Edge web browser.

Location of Microsoft Edge history (v79+)

C:\Users\<username>\AppData\Local\Microsoft\Edge\User Data\Default
C:\Users\<username>\AppData\Local\Microsoft\Edge\User Data\Default\Cache /Users/<username>/Library/Application Support/Microsoft Edge/Default
/Users/<username>/Library/Caches/Microsoft Edge/Default/Cache

Format of Microsoft Edge history (v79+)

Edge Bookmarks are stored in the 'Bookmarks' JSON file. Edge Browser Settings are stored in the 'Preferences' JSON file. Edge Cache is stored using an Index file ('index'), a number of Data Block files ('data_#'), and a number of separate data files ('f_######'). Edge Cookies are stored in the 'Cookies' SQLite database, within the 'cookies' table. Edge Downloads are stored in the 'History' SQLite database, within the 'downloads' and 'downloads_url_chains' tables. Edge Favicons are stored in the 'Favicons' SQLite database, within the 'favicons', 'favicon_bitmaps' and 'icon_mapping' tables. Edge Logins are stored in the 'Login Data' SQLite database, within the 'logins' table. Edge Searches are stored in the 'History' SQLite database, within the 'keyword_search_terms' table. Associated URL information is stored within the 'urls' table. Edge Session Data is stored in the 'Current Session', 'Current Tabs', 'Last Session' and 'Last Tabs' files. Edge Site Settings are stored in the 'Preferences' JSON file. Edge Thumbnails are stored in the 'Top Sites' SQLite database, within the 'thumbnails' table. Edge Website Visits are stored in the 'History' SQLite database, within the 'visits' table. Associated URL information is stored within the 'urls' table.

Location of Microsoft Edge history (up to v44)

C:\Users\<username>\AppData\Local\Packages\<package name>\AC\MicrosoftEdge\User\Default\Favorites
C:\Users\<username>\AppData\Local\Packages\<package name>\AC\MicrosoftEdge\User\Default\Recovery
C:\Users\<username>\AppData\Local\Packages\<package name>\AC\MicrosoftEdge\User\Default\DataStore
C:\Users\<username>\AppData\Local\Microsoft\Windows\WebCache

Format of Microsoft Edge history (up to v44)

Edge Bookmarks are stored in the 'spartan.edb' ESE database, within the 'Favorites' container. Older versions of Edge stored Bookmarks as separate Internet Shortcut (.url) files in the 'Favorites' folder. Edge Cache records are stored in the 'WebCacheV01.dat' ESE database, within the 'Content' containers. The cached files are stored as separate files in locations specified within the ESE database. Edge Cookies are stored in the 'WebCacheV01.dat' ESE database, within the 'CookieEntryEx' containers. Older versions of Edge stored cookies as separate text files in locations specified within the ESE database. Edge Downloads are stored in the 'WebCacheV01.dat' ESE database, within the 'iedownload' containers. Edge Session Data is stored in a number of .dat files in the 'Recovery' folder. Edge Website Visits are stored in the 'WebCacheV01.dat' ESE database, within the 'History' containers.