Hello kluivertP, welcome to the Microsoft community, I'll be happy to help you today;
I understand that you are having problems installing Edge on your MacOS;
Make sure you're downloading the correct version for your macOS;
There is the Intel chip version and the Apple chip version;
After downloading the correct version, move the file to your desktop;
Try installing it from there, it should work;
If there are any installation errors please send a screenshot;
Hope this helps, see you soon!