If it was played any time a sorcery couldn't have been played, sacrifice it at end of turn.
That's all what matters here.
The condition does not check If you played the Veil at instant speed thanks to the Veil ability or something else (here, the Orrey), It just check if you could have played sorceries when you played the Veil. Sorceries can't be played during upkeeps so the Veil will be sacrificed at EOT.