Yes, they have been reported in a few publications. The best study was published more than 10 years ago: Kieslich M, Errázuriz G, Posselt HG, Moeller-Hartmann W, Zanella F, Boehles H. Brain white-matter lesions in celiac disease: a prospective study of 75 diet-treated patients. Pediatrics. 2001 Aug;108(2):E21. August, 2012