We present an experimental study of nonlocal electrical signals near the Dirac point in graphene. The in-plane magnetic field dependence of the nonlocal signal confirms the role of spin in this effect, as expected from recent predictions of the Zeeman spin Hall effect in graphene, but our experiments show that thermo-magneto-electric effects also contribute to nonlocality, and the effect is sometimes stronger than that due to spin. Thermal effects are seen to be very sensitive to sample details that do not influence other transport parameters.