I trot this recommendation out on a regular basis these days.
If you really want to get the lace clean & remove all the glue from the hair and lace, get yourself down to Halfords.
There you'll find Autoglym Tar Remover. Its for breaking down tricky sticky stuff.
Just soak the lace in a shallow bowl of it for 20 mins, then wash & rinse.
All the glue will be gone.
I've been using it for 5 years down and it doesn't harm the hair of lace in any way.
Best stuff I've ever found.