Every so often, when I close Edge, instead of the usual "Do you want to close all tabs" I get "By the way your files are still downloading. You might lose them if you close the browser"
The syntax doesn't seem right for Microsoft and the font, from memory, seems slightly different from the usual message. There's nothing in Task Manager to suggest anything's downloading. Avast, Malwarebytes, Superantispyware found nothing. Search draws a blank.
I use IE still! You have tried the things I use, but I suggest you download and run ADWCleaner from bleeping computer - that will find any unauthorised items. Download, scan then clean , accept defaults