Hmm... My Veil moment was a bit disappointing. First, I was playing on a computer that did not have speakers. Second, from past experiences, the computer's graphics suck (can play L4D on low graphics at around 10 FPS, but can't play any other Source games). Basically I was somewhat distracted, and managed to break out of the Veil by accident. I think I was more focused on what exactly the map was displaying rather than concentrating on the water level. Still, I wonder about how Naija could breath out of water (her lungs, if she had any, would be filled with water, so that wouldn't work out properly). Going further, I don't know why Li is constrained by the water level, while Naija can just still cling to a wall.
(Actually, I was sort of afraid to go into that map, as Naija previously warned of doom and gloom. Well, so much for that.)