IMU is immune to magnetic interference since it is an array of movement/accelerometers.
In any case, lead is non ferrous.
However, lead will shield RF propagation so caution should be used with respect to signal integrity. However since I assume you would be working in close proximity/LOS it is unlikely to cause issues.
I was shooting in the UK over 13th century churches which have lead roofs. In one town, the Vicar came out wondering what I was doing...evidently, there has been a rash of lead roof poaching/theft and the Vicar thought I was scoping out his church. When I introduced myself as well known by another Vicar and saw I was driving a BMW and an American, he relaxed and welcomed me.