Aurora Veil failed because of Drampa's ability, Cloud Nine. It prevents activing Aurora Veil.
Aurora Veil reduces the damage done to the user by physical and special moves for five turns by half; in battles with allies, Aurora Veil protects the user and all allies, but only reduces damage by a third rather than half. It does not reduce damage done by self-inflicted confusion damage, critical hits, or moves that deal direct damage. Aurora Veil can only be used during hail, but the effect remains even after the hail ends; Cloud Nine and Air Lock will cause Aurora Veil to fail even if it is hailing.