[Brightcolours]

Can you please clarify?

The cast from an (ND) filter is nothing different as a light source which is not "white" to our vision. So, just like with setting custom WB because of coloured light, just set custom WB because of the filter? Of course, that does require you to use a RAW converter which can handle the custom WB setting.
 
Here is what the Hoya HMC ND400 (9 stops) filter does, colourcast wise (top without filter (1/200th sec), bottom with filter (2 sec)):
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