The Divine Veil is part of the magic hood series, and it isn't really a "veil" as much as it is a... well, hood. There are also a notable lack of female helms, limiting girls who want to look like girls to a starter helm or, as a stretch, the Angelic Helm series. Some men prefer playing as female avatars, and I don't doubt for a second there's a female population playing this game.

So, how about an actual veil? It could be a woven transparent grey material as a "starter" level (3-star) and two upgrades - one light (white and wedding-like in appearance that protects against normal and shadow) and one dark (black and funeral-like that protects against normal and elemental). At the back of the veil would be flowers that correspond to the player's color. It would cover the knight's entire head, but their eyes could still be seen (much like the jelly helm series).

If the elemental/shadow protection would throw off balance issues, then costume-only would work. It would at least give the ladies a different 'do.