The polarizer will do nothing for the sky, but will still work to cut glare from reflective surfaces.(posted 8072 days ago)Other filters will work as normal; that is, they will lighten the same color (as the filter) and darken the opposite color. So a red filter will still make green foilage darker and the red apple lighter. But since there is little color in the sky, filters will make little difference in how the sky is rendered. Actually, if the overcast is not even, a red filter can sometimes bring out details in clouds that you didn't even know were there, but don't expect it to be dark.
David Carper ILFORD Technical Service