The only time in the past I can remember getting weird cast like that from the dp Merrill when lighting is overcast and I am using awb w/ iso greater that 200. But then again I shoot mostly monochrome as well. Sigma awb IMHO is one of their week points. But I have heard on other forums and threads... Can't remember which, where people have complained about mixed results w/ nd filters. Not sure if it was a particular brand of filters or type (variable vs normal). I have never used nd filter on my sigma cameras.
Panasonic LX100, Sigma Foveon, Fuji X and Panasonic CM1