There are studies going on covering several aspects of the algae bloom, including the consumption of game fish such as walleye and yellow perch caught in and around the algae blooms. Everything I've read on the Lake Erie subject suggests walleye caught around or in the algae bloom wouldn't be unsafe to eat, as long as you stay within the current EPA fish consumption advisories. Do an Internet search on the subject and you can find State and university / Sea Grant information on the subject.

Remember Lake Erie is very large, and the fish, when they come in contact with water conditions they don't like, simply move to water more to their liking. It's not like a pond or small lake where fish have limited ability to escape water conditions. A Lake Erie walleye can swim in and out of an algae bloom in the Lake in a matter of hours, or a half day, not to mention going deeper.