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."
"How long will this last, this delicious feeling of being alive, of having penetrated the veil which hides beauty and the wonders of celestial vistas? It doesn't matter, as there can be nothing but gratitude for even a glimpse of what exists for those who can become open to it."