There’s an intriguing show somewhere buried within the mysterious shrouds of “The Veil,” the new FX international spy drama from creator/writer Steven Knight (“Peaky Blinders”), that’s just a little too slippery for its own good. Truthfully, it’s there front and center from the start, a series about shapeshifting spies that lose their sense of identity and self because of all the surreptitious double lives they are leading, a strong concept.