Hi
I have some kind problem same yours, got fed up of exodus and their astronomical high fees, they also seem not interested in adopting segwit. So I want to move out of them.
For what my understandin is, you cannot export/import your keys because exodus is a non segwit wallet while electrum is, so only way to transfer is with a normal transaction from exo to electrum.
I'm still trying to figure out what's best thing to do, hope some people with knowledge can help.