Long time ago one couldn't paste an Edge URL rendered as a link. Recently it had been improved. I could simply use Ctrl+V to do it. In this latest version, Ctrl+V simple pastes the url. There is a menu item under "Tools", called "Paste Edge URL as Markdown", which you can now use to paste the link.
Yes it works (though sometimes I encounter an odd behavior: it pasts as markdown text). It has a short-cut: Ctrl+Shift+V. Sadly this short-cut does not work. Here is what I found:
menu item paste: works as expected
Ctrl+Shift+V: paste rul as text
Ctrl+V: past url as link
You did not include your list of plugins in your support request but I do not believe that this feature is a part of Joplin. It seems to be a plugin that was mentioned on this forum but does not appear to be listed on the Joplin Plugin site.
Anyway I have just done a quick test and it seems that after this plugin is installed there are then two commands that use CTRL + SHIFT + V.
I changed the Edge Link MD keyboard shortcut to CTRL + SHIFT + E using the plugin settings (and re-started Joplin) and it worked (at least it did during my very brief testing).
As a new user, I forget about plugin. But yes I did install it.
After your suggestion, I made the same change. I even change the default keyboard shortcut to Ctrl+Shift+E, and disabled Ctrl+Shift+V as "Paste Text". Initially it did not seem to work. It works now after two re-start. Weird.