I tried my 40/2 lens on my Z6 with a Hoya 58mm R72 IR filter. Set ISO to auto with a maximum of 6400, and shot the lens wide open. The lens autofocused beautifully, with no need to do the "red IR dot" adjustment that's required with manual focus lenses.
I believe that this with be my IR rig from now on. Thanks so much Birna for the terrific suggestion!
Glad you found out
By the way, the unevenness of light seen in that photo is a sign of vignetting with the 40mm at f/2. Not too problematic as it can quite easily be cured in the processing steps. Set a little further down the aperture range, the Nikkor Z 40 has no evident vignetting and definitively shows no hot spots.
I initially got the 28/2.8 SE Z Nikkor for IR, but while it is good that purpose, the 40/2 Z beats it hands down.
As you already commented, AF works perfectly with the 40 on the Z cameras for IR shooting. Only problem area is indoor scenes, however that results from lack of available IR light so common these days as old tungsten-based incandescent lights are being replaced by modern technology.