Edge Captcha showing up as a broken image in In Private mode

[vEEP pEEP]

Hello,

I am using Edge and on a specific site, it asks for a Captcha image to be deciphered. In private mode - the image always shows a broken image. Firefox and Chrome in private mode - it works.

I tried dev tools and I see this:

<img src="/threat_captcha.php?cid=__705328959">
Network is showing a 200 status but 0 bytes downloaded.

Chrome show 161bytes downloaded.

Suggestions?

Thanks,