As far as I understand, there is no way to tell CONNECT that a special character in a file represents NULL.
Please, take a look at this example. It's an open dataset from Italian government, and the same format is used for several other datasets:
The column DATAFINEVALIDITA is a DDMMYYYY date, and '-' represents a NULL value.
If I may suggest, a new column option would be a great solution:
col_name DATE null_value = '-',