Terrain Edge Block means that when you walk or drive any kind of vehicle at the terrain border/edge, you will stop, you do not fall of the map so to speak.
For reference check mapUS, GE -> mapBoundaries, this shows you how the terrain edge invisible blocks are created. attributes -> rigid body -> collision probably is the important piece which makes you stop to this shape.
You don't need a actual geometry shape model for this, just do create -> primitives -> plane and use that.
Plane attributes -> transform tick rigid body. Attributes -> rigid body tick collision. Attributes -> shape tick cast shadowmap, recive shadowmap, non renderable and distance blending.
Then just attributes -> transform set the scale to fit into edge of your terrain, then move manually or by typing values into translate X and Z into your terrain edge.
Scale for terrains are 2km 2048, 4km 4096, 8km 8192 and 16km 16384. The scale Z is fine with like 500.
Using 2km x 2km terrain example transform translate coordinates, edges are:
0,0,-1024 rotate 90,0,0
1024,0,0 rotate -90,-90,180
0,0,1024 rotate -90,0,180
-1024,0,0 rotate 90,90,0
For 4km terrain use -2048, for 8km -4096 etc.