Per federal regulation, no weapons or firearms are allowed anywhere on the lake, with few exceptions (detailed below).
The wording of regulation 327.13:
The possession of loaded firearms, ammunition, loaded projectile firing devices, bows and arrows, crossbows, or other weapons is prohibited unless: (1) In the possession of a Federal, state or local law enforcement officer;
(2) Being used for hunting or fishing as permitted under 327.8, with devices being unloaded when transported to, from or between hunting and fishing sites;
(3) Being used at authorized shooting ranges; or
(4) Written permission has been received from the District Commander.
The federal law prohibits you from possessing a firearm anywhere on the lake and no exceptions are made for having them inside the cabin of your boat. A boat IS NOT considered your home.
The only time you can legally possess a firearm anywhere on Lake Cumberland is during a bonified hunting season and only then while actually engauged in hunting activities. The gun must be un-loaded while being transported to and from your actual hunting location.
Federal law supercedes all state laws. Therefore a Concealed Carry license from any state is void on the lake. Being a concealed weapons permit holder makes no difference because they only give you legal authority to carry a firearm in places where firearms aren't otherwise prohibited (which beside the lake includes schools, post offices, court houses, police stations, and state parks). Getting caught with a concealed weapon in a place where it is prohibited by federal law can also result in loss of your CCDW permit altogether.
If you have a firearm in your possession on the lake and it isn't visible, then it is concealed, and that's a violation of state law.
State officers (including Fish & Wildlife game officers) have the authority to confiscate weapons as evidence until a Federal officer (COE Rangers) can arrive to investigate a possible federal offense. Citations would be handled in Federal, not local or state, courts.