Stress cracking in Lexan is unusual. Are you absolutely sure you have Lexan? If you are cold bending then it must be. Are you absolutely sure it is not the abrasion resistant coated Lexan? Once the protective film is peeled off it is almost impossible to differentitate between coated and uncoated; there is a small difference in the reflectivity when viewed obliquely and a slightly different sheen to the surface.
The coated Lexan will stress crack under conditions and treatment that will not cause stress cracking in uncoated. I think the cracks start in the coating which is harder and then propagate into the Lexan.
The only time I have seen stress cracking in uncoated Lexan was when it was exposed to the vapors from Loctite thread locking compound. This was accentuated around drilled holes which had been done with a dull drill or too fast without lubricant.
I have succesfully machined Lexan using only a soap solution as coolant, more of a lubricant really, or just by rubbing soap on the drill in the case of holes. I have also found that Shell Dromus water mix coolant is completely compatible with Lexan.