In Maine, a fly fisherman leaving Sebago Lake during a sudden thunderstorm was seriously injured when lightning struck his fly rod. "Witnesses say a bolt of lightning struck the fly-fishing rod Parsons was carrying, blowing him up in the air, said Capt. William Rhoads of the Cumberland County Sheriff's Office. Parsons' shoes were found 50 feet away from where he was lying." Gregory Kesich in the Portland Press Herald
It's useful to realize that we carry 9' lightning rods in our hands. Fish in an electrical storm only if you're anxious to provide for your family by allowing them to cash in on the double indemnity provision of your life insurance policy (and make sure the premium is paid up).
It's safe to retreat under a tree canopy...that stuff you learned about "not sheltering under a tree" as a kid referred to an isolated tree in a suburban setting, which would represent a high point, and therefore a potential strike point. But being inside a generally forested area is about as safe as you can be.
If you do have to cross an exposed area in an electrical storm, I'd suggest breaking down your rod and holding it as low as possible.