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2 hours later, and I found the answer myself…
To those who might have the same issue with Microsoft Edge and IE11, the fix lies with the setting CSRF_COOKIE_DOMAIN.
I tried setting it like this:
CSRF_COOKIE_DOMAIN = "subdomain.domain.com"
However, that did not work, even though it was a subdomain site. Setting it like this works like a charm:
CSRF_COOKIE_DOMAIN = ".domain.com"
Source:stackexchange.com