Hey @pennsif, thanks for taking the time to comment!
To answer your question, YES, you do have access to your private keys. You need to go to the developers tab > Assets > Digital Asset you want the private key for!
That simple, let me know if you have any more questions :)
Thanks for the extra info. I will give it a go as soon as I get some BTC into it (currently on blockchain.info).
I wonder if Exodus will be including steem in the crypto's it supports any time soon?