I was searching for a Ultra Wide Angle zoom lens (at least 12mm) for natural scenery shooting for my 5D mark III that has to be able to mount ND filters (I have a LEE nd system), but unfortunately, I couldn't find one. They either designed specifically for APS-C frame machines or doesn't have the ability to mount filters.
There simply is no such lens. 12mm is extremely wide on full-frame and, if you are talking about rectilinear lenses, only Sigma ever made any. Their 12-24mm lens is now in its second version but is essentially the same lens. Going with a fisheye, there are still only two models, one from Sigma and one from Canon. Neither accepts filters.
The extreme angle-of-view of these lenses leave them with a protruding front-lens element which is sometimes protected by a minimal shade. Anything forward of that would cause vignetting which is why none of these lenses support any filters in front.
The Canon 8-15mm and Sigma 8mm F/3.5 fisheye however accept gel filters at the rear of the lens as does the original Sigma 12-24mm but not the II version.
Absolutely, you can use the Canon EF 8-15mm f/4 L USM Fisheye Lens. It is not compatible with screw mount front filters, such as circular polarizers. But it is compatible with rear gelatin filters. Some people find rear gelatin filters to be a pain, since they require the removal of the lens and also the potential to introduce more dust into the box. Another thing you need to be aware of is that the rear filters won't let you use circular polarizing filters, but again, I don't think this is a big deal because circular polarizers at 10mm for example are going to show huge differences across a sky that aren't optimal. With anything in the UWA range and with a sky, I wouldn't advise a CPL anyways.
Did I answer your question? Well, if you think a bit outside of the box, "mounting" filters isn't just for the front of a lens, it also works in the rear! That is precisely why these UWA lenses offer rear gelatin holders.