I produced this on the Luxon documentation site (https://moment.github.io/luxon/) through Edge 16 and 17 (via Browserstack, though this was found in the wild through user testing) and checked that the locale was en-US.
From within the console:
luxon.DateTime.local().toFormat('ZZZZ');
luxon.DateTime.local().toFormat('ZZZZZ');
encodeURIComponent(luxon.DateTime.local().toFormat('ZZZZ'));
Couldn't copy so I grabbed a screenshot.

Yeah, I think I see the problem. If I'm right, it's an easy fix. It should also not reproduce in Edge 18
Fixed in 7fdd27c, released in 1.8.2.
Thanks for the report!
Most helpful comment
Fixed in 7fdd27c, released in 1.8.2.
Thanks for the report!