The Veil is an ethereal realm that is coexistant with the mortal realm. The Veil is a boundary that serves to separate the Mortal Realm from the Astrum beyond. The Veil was created during the Elder Era to protect the Mortal Realm from the Absulum should they ever return to plague the children of the Annunakki.
The original servants of the Elder Gods and the Ancient Ones are given form from Aether, which cannot pass through the Veil into the Mortal Realm intact. Thus, any ancient being, be they good or evil, that attempted to enter the Mortal Realm would be instantly slain and their spirit would be left trapped in the Veil. There was at least one of the Absulum that is known to have entered our realm prior to the creation of the Veil, a demon known as Gelal. This entity was imprisoned sometime in the first century in a subterranean Druidic catacomb. In 1378, there was a battle for the site between the Fey and a Kannite warband.