The main theme could be mystery. The veil often represents something that hides or obscures, so perhaps the story is about uncovering secrets or the unknown.
In 'the veil short story', one possible theme could be the exploration of the relationship between appearance and reality. The veil, being a physical object that covers, can be seen as a metaphor for how things seem on the surface versus what lies beneath. It could show how people present themselves outwardly while hiding their true feelings or motives, and how other characters in the story interact with these veiled aspects of one another.
Well, it might be about identity. The veil can be a symbol of a hidden or veiled identity. In the story, characters could be struggling to reveal or discover their true selves, which is often a common theme in many short stories.