This may seem obvious for seasoned users, but sqlite3 always turns every blank 
input token into an empty string.

For example, say you are dot.importing a colon separated file such as :-

create table foo ( col1 integer, col2 varchar(100) ); 

.separator ":"

1001:'a_string'      -- dynamic string into column 2
1002:''                 -- string of length two " into column 2
1003:null             -- explicit null into column 2
1004::                 -- empty type-less value into column 2

Would there be any way of reading an external data file into a table with blank 
fields being replaced by nulls?

I know that you can always use UPDATE TABLE FOO COL2=NULL where COL2='';

But this requires that you know each table and column name in your database.

Sincerely,
  Matthew
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