Diane,
Have you thought about asking Lee? I'm wondering how their resin ND grads are made (eg dye vs colloidal carbon?) and also recalling that Schneider/B+W, for example, do not claim neutral absorption beyond 660 nm for some of their absorptive ND filters (if my memory serves). Reflective ND filters are a different matter, but not what you are talking about.
Absorptive ND filters typically use colloidal carbon and often have a dip in absorption for wavelengths longer than around 700 nm and a rise in absorption for wavelengths shorter than around 550 nm - ie the makers are only concerned with the visible spectrum. This doesn't mean that the filter won't work in the near IR (will certainly work in the range that film is sensitive to), just that the factor won't be as high as it is for visible light. Dye-based filters could behave rather differently and may pass a lot more infrared.
How's that for vagueness? Oh, and I don't own any Lee grads (I use Schneider ND grads) so I'm spouting off outside my experience.
The best way might be to just try it with the Lee grads... and if you know anyone with a 'nightshot' video camera or even a normal video camera or digital camera...
Best,
Helen