I agree with the whole "don't veil warriors".
It makes the entire 20 man squad fit under a large pie plate, and with the 12" effective range it is extremely easy to scatter onto something and losing the entire 520 pt squad + veil lord, or scatter out of range.
Also, veiling warriors tends to get your lord very close to the fire (he is much safer at 20" with veiled immortals than at 8" with the warriors). The squad can get rapid fired by anything in the vincinity, and the lord itself can potentially get isolated and picked off in CC.
If your using the veil to protect them from CC, thats a different thing - but if you're using the the veil to get warriors into the fight, its a very double edged sword - and when things go wrong, they go wrong (losing 21 phase out counting models because you crashed into a squad, or get ripped apart by blast weapons).