I have been able to import a 14 month old set of Favourites from IE 11, obviously not ideal but better than nothing
I am still looking to try to find the up-to-date set of Edge Favourites.
Any ideas are welcome. I have a back-up, using NTI Shadow on an External Drive (done on Sunday, when all was well) and another on a NAS Drive (which backs-up continuously, at least twice a day, so is very likely corrupted as well), also using NTI Shadow.
I don't think that malware is involved. I think that it is a W10 problem, which is why I have posted the problem here.
Just in case anyone is wanting to know. I'm running Kaspersky IS 2017 and ran CCleaner and Malwarebytes on Sunday