After wet weather led to multiple delays to the proceedings at Dundonald Links, Ayrshire, 42 golfers were still on the course when play was suspended for darkness at around 9:10 pm local time.
West Australian Lee, a two-time major champion, went out in two under before adding birdies at holes 10, 13, 14 and 18. She's on the hunt for her first victory of 2024.
"I like the creativity of links golf," Lee said. "There was a lot of wind today so it was playing like a true links golf course. Sometimes we don't get as much wind but today was blowing a gale and picturing the shots and having to execute those shots - I didn't find it fun to play. Just when you execute it correctly, you get rewarded."
Meghan Khang and A-lim Kim are equal second on four-under.
New Zealand's Lydia Ko, fresh off winning gold at the Paris Olympics for her third Olympic medal, heads a group of six players on three under including Lucy Li and Lily May Humphreys who have played 15 and 11 holes respectively.
Like many golfers, she sees this week as a useful tune-up for the Women's British Open, which is taking place next week at St Andrews, also in Scotland.
"It's part of our job. We have to get acclimatised to the weather, the type of golf course, the type of grass," Ko said.
"It depends who adjusts the best in a short amount of time ... We have two weeks over here playing links-style golf courses, so all in all it's great preparation for next week, even though this is a different style of course to St Andrews."
Australians Stephanie Kyriacou, Gabriela Ruffels and Kirsten Rudgeley are one under having completed 18, 17 and 13 holes respectively, while Grace Kim finished at even par.