A woman bought me her new laptop because her browser, Microsoft Edge, was being blocked with a message claiming her system was infected, call 1-800-XXX-XXXX. It's just a scam. I'm surprised that this thing is still around.
I used a small program I downloaded from http://greatis.com/security/edge-reset-button.htm called EdgeResetButton.
Just install and run it. I pinned it to the Taskbar so if it happened again it would be easy to access. So if your Edge browser freezes up with this ad. Just open the program, Click on th Reset Edge Browser! button, you'll notice the browser shutting down in the background and problem solved.
The other two buttons are just trying to sell you something so you can ignore those. I ran a scan with Malwarebytes after. No infection was found.