How's this for a way to make the veil better (and different from other religions):
A decent use for a demon's alter!
At the moment, the veil unique building seems quite useless. -1

for a scourge promotion means that I'll usually have something better to build.
But what if it allowed you to sacrifice units? (and not for reasearch).
Every unit in a city with a demons alter would have the ability "revive" or whatever, which would allow them to sacrifice themselves and create a shade (a better name would be needed).
The shade would have whatever strength the unit would have at full health but no promotions. It would be a pretty terrible idea on casters and would probably be illegal for heroes and national units.
But imagine if the defenders of your city were pretty beat up, and then they all turn into shades. Suddenly you've got a full garrison again!
Alternatively, if it wasn't powerful enough, it could provide free "fanaticism" promotions which would allow a unit to sacrifice itself on the road to create a shade (fanaticism would be an AV only promotion).
It would make the religion cooler and more powerful, plus give it a decent building.