I believe the 'veil' he references is from this poem by Shelley (which he quotes in PiHKAL): "Lift not the painted veil which those who live Call Life: tho

I believe the 'veil' he references is from this poem by Shelley (which he quotes in PiHKAL): "Lift not the painted veil which those who live Call Life: though unreal shapes be pictured there, And it but mimic all we would believe With colours idly spread,--behind, lurk Fear And Hope, twin Destinies; who ever weave Their shadows, o'er the chasm, sightless and drear."