Material that doesn't let microwaves through, but is transparent to IR
For bulk material, you might try a slab of germanium. It's not a metal, but a metalloid, resistivity about 1 Ωm in its pure state, but will improve dramatically with doping, which may not affect its IR transparency in the 8 to 13 µm range. However, germanium is quite expensive and hard to come by.
If it's not an imaging sensor, then you could simply use a metal mesh, with hole sizes much less than the wavelength of the RF. For 2.4 GHz with a wavelength of 125 mm, holes less than 5 mm should provide a reasonable attenuation.