I just ordered an aftermarket aluminum hood by NiSi that has the 112mm filter thread. The Z14-24mm lens I have came without either hood. I presume that is why I got it for a bit cheaper.
The aftermarket hood makes a point that the plastic Nikon version leaves gaps for light to leak through if you are using a dark ND filter, and their's does not. I however do not wish to have to buy or use 112mm size screw-on filters. I also bought a 112mm to 95mm step down adapter ring and will go with a couple of 95mm filters. This will be compatible with my Sigma 150-600mm and also with a Z 180-600mm when I trade for that. Physically a 95mm filter is the same diameter of the lens shroud on the base Z 14-24mm and I hope that there will be no vignetting, but should at least be OK at 18mm and higher. I am starting with a CPL, but I may buy a ND1000.
Otherwise as I take assessment of my current lenses and future plans, I have settled on 77mm filters for a more complete kit. I added a 72-77mm step up ring for my Z 24-70mm f/4 and I am adding a set of dark ND filters in addition to my combo variable ND/CPL filter that I already have. 77mm straight fits my 70-200mm f/2.8 and will fit a future planned trade-in to a Z 70-200mm f/2.8. I already have the step-up ring for fitting to my Z MC 105mm f/2.8.
I really looked hard at magnetic filters. I instead went with regular screw-on type. It comes down to I don't want to leave the magnetic adapter on full time, so I would be screwing that thing on anyway when I go to a filter. And you get locked-in to a specific brand of filter since there is not a standard for magnetic mounts at this time.
I will follow-up with a report of how the 95mm filter works on the Z 14-24mm f/2.8. It could be a major money and space saver.