Aden, I have stayed there twice in the winter, but rather than fish the lake, I made the relatively short trip to the Savage and North Branch of the Potomac and used nymphs and streamers. Both have quality trout and if I lived closer, I would love to really get to know the Savage. Too far from here for me to hit more often.
Unless things have changed, the lake at Rocky Gap was a bluegill/bass destination. Both times I was there, it was too cold to fish the lake for those species, especially with high quality trout water close by. Can't help you re the lake itself.
FWIW