When you get the error “The Security zone setting isn’t configured correctly” when you try to open the Teams admin portal “https://admin.teams.microsoft.com/” in the new Edge (chromium) browser, you can solve it by checking following the next steps:
Allow Third-party cookies for the domains mentioned in the error. Type in the address bar: edge://settings/content/cookies and add the sites https://admin.teams.microsoft.com and https://login.microsoftonline.com to allowed sites.
Close your browser and try again. The error has disappeared and the Teams admin center works.