I have no idea if that plasma would also slow down gravity waves, but even if it does it wouldn't necessarily be the same amount [1].
Maybe from the differences in arrival time of light at different frequencies we could figure out enough about the intervening plasma to figure out when the light would have arrived if the space had been empty, and check if that is when the gravity waves arrived?
[1] Edit: I have done some Googling. Gravity waves would not be slowed down by the interstellar plasma. The slowdown of light through a medium depends on the existence of positive and negative charges in the medium that can form dipoles in response to the passing electromagnetic wave. For gravity all the "charges" are positive so there is no dipole formation.
I'm no physicist, but couldn't lack of matter in some region otherwise filled with particles play the part of "virtual" negative matter?