You can take advantage of edmx in dot net core, but only as a reference in order to create the classes that you need.
To do so, you have to add to your solution a project targeting dot net framework 3.5 or higher in order for edmx to work, add an existing edmx file from another, older project because visual studio 2019 does not have that template available, now you can clean it and add entities from sql server.
In the others dot net core project, you have to add t4 templates file .tt these files are going to read the edmx file through the file system path. You have to edit the .tt files in order to work with dot net core.
Once again, you don't need to reference the dot net framework project, it only exists so edmx can work.