Anyway, SmartScreen may send some information even we add those connections to our host list (go.microsoft.com mainly)
Due to the fact Edge SmartScreeen cannot be disabled in Windows options (because it's not installed on LTSC) we have to install this browser from Microsoft web and when it's done we have to disable SmartScreen inside Edge preferences.
After this, disable again all SmartScreen options in Windows options.
Finally, disable edgeupdate in services.msc.
When connected to internet we could permanently see a yellow warning in the internet icon.
Achieved! Zero automatic connections to Microsoft.