I went through this same search. I found what I think are Lee glass filters, and they were something like $125-140 each.
I ended up getting this:
Sadly, the price has gone up by almost $30 since I bought mine. They feel solid in the hand during use and not flimsy but they are optical resin and not glass.
I have been down this road too. As far as I can tell all coloured 4x4" glass filters are 4mm thick, and therefore will not fit in any 100mm filter holder designed for stills photography (only in huge matte box systems intended for use on cinema cameras).
Lee make resin versions that are 2mm thick and therefore fit all the common holders. They are of a very high quality.
B&H has them. The Cokin set for B&W contrast is a good value as is their Z-Pro filter holder which is adjustable to accept 2-4mm thick filters. If you get the Z-pro holder get the 95mm adaptor ring and use step-up rings for your lenses. The Cokin ND filters, however, aren't the best.
Interesting, I wasn't aware of this. I assume this involves swapping out the guide rails for one size or the other though, which would mean you can't use filters of different thicknesses?
I have yet to find a filter system which doesn't involve a compromise of some kind, and it's really frustrating.
Just loosen the 4 screws enough to slide the filter into the slot. You don't need an Allen key or screwdriver. If the filter is too thick for that, just remove one of the slots.
High quality square ones are mainly acrylic resin. Contact Tim at filterfind.net. He's a very helpful guy, and I've visited his little warehouse, filled with all kinds of otherwise hard to find camera filters and adapters.
I have some Tiffen 4x4 filters (Yellow8, Red 25) that I used to use on a Matte Box for the Arri 16SR.
Not sure they would fit your system - they are made of thick optical glass (not acrylic).