Lee does not require gates to react something which is not in his line of vision.
Lee would already know he is fighting. He would see Zabuza and his blade before he puts up the mist; it would not take a genius to understand he would attack with blade.
Shinobis can react things they can't see; Sakura; whose reaction timing, speed and taijutsu level below Lee's accomplished such:
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"But she knew Zetsu would attack" of course she knew; so does Lee in this case, he knows he is in a fight! Even in blinding dark; i can effortlessly walk on stairs of my own building, or walk in my own room without tripping on something because i am accustomated with my surroundings; Lee is expert in taijutsu and exchanging blows; they are his surroundings in a way; he still posseses his reaction time and taijutsu proficency.
Not to mention muscle memory:
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He was said to be unconcious; what is the state of beign unconcious; it is losing senses and ability to response of body; sight, hearing whatever you wanna say. His body can literally move on its own accord for reacting to situation! That final stance of his not just for emotional impact; he would not do such if his body was not capable.
And for example; Sasuke was able to react and fight in the mist wo sharingan:
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Lee is far superior in reflexes, speed and taijutsu compared to that Sasuke. He is able to fight in the mist.
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