I dont think the writers know how to explain the veil much more than they needed something Sci fi sounding to make the thing happen that people payed 100 bucks to play through

Bungie said we will learn about the Veil over the next 3 seasons. You aren't gonna learn everything now. It's a buildup. Seeing files brought up from Chioma is pretty big deal since her and Maya Sundaresh have only ever been in lore. To see them talk and have relevance in-game is a huge deal that ties everything together, with how Neomuna existed after the Collapse. Osiris also confirms that Savathûn stole the Veil from the Witness and hid it on Neptune, again, lore that previously was speculation based on text, now verbally confirmed. No, we still don't know what it is, but we are solving a mystery over time and it's good seeing the story come full circle If it makes you feel better, the mid season cutscene was leaked and will explain the origins of the Witness, Traveler and the Veil. Be patient...or look it up on YouTube