Yesterday, I was shooting flowing water with my Panasonic GF1 and 14-45mm lens. I used a ND 4, plus two CPLs as I wanted a very slow shutter speed. Wanted to see the effect of 10+ second exposure. Even tried without the ND filter, using only the 2 CPLs as a variable ND filter.
To my surprise, the pictures turned blue! I was using auto white balance. Tried the shots again with Daylight, and Cloudy white balance settings but the results were similar.
We know that digital image sensors don't suffer from reciprocity failure, but then why did the pictures turn blue?
I'm not an expert on filters, but since nobody seems to have the answer I'll give my "limited" knowledge.
Firstly did you try to take a shot with no filters? what was the result? Second did you just try the ND filter? What was the result? And finally have you tried 1 CPL? I believe that you might be experiencing a bit of colour cast from the filters. I know that some of the ND filters I have used carry some difficult to compensate for colour casts. But that tends to only be the 10 stop ball park that it becomes an issue. I have also heard (but have no experience with) Cokin polarizing filters giving a cooler cast, then when you double them up its going to increase the strength of it.
You should be able to fix this in Post Processing White balnce adjustments. Alternatively you could take a grey card and set a custom white balance.
One of the tricks used to produce false color IR photos is to use two polarizing filters. The color of the photo will change dramatically as you rotate the filters. You won't see the effect while taking the photo even if you have an optical viewfinder looking through the lens. Normally the best effect is realized if at least one of the filters is a linear polarizer but I suspect two circulars would produce some sort of color shift.