This is what I am finding to be the hardest part, well, more awkward really, in relation to using a drone for video footage; mind you, I had the same challenges when using my DSLR for video too. What I have found is the need to shoot video in 2 or even 3 passes in some places, then to combine that footage later on in editing. That allows me to switch out ND filters as needed, to keep the same shutter speed & ISO. It is indeed a lot of faffing around (I love that term!) but is worth it, when you see nice smooth exposures on playback after editing the bits together.
Just realised that considering I don't intend to ever do this as a professional thing I take it a bit serious!