He recognises the Veil as the manifestation of a childhood nightmare.
When he’s facing down the Veil in the bedroom with Clara’s painting, he says:
When I was a very little boy, there was an old lady who died. They covered her in veils, but it was a hot sunny day. The flies came. Nightmares for years. So who’s been stealing my nightmares?
What am I here for? You’ve known about me for a very long time, right?
This is only a minute or so after he first sees the Veil. I think he recognises it immediately, but doesn’t vocalise his thoughts.
I don’t recall more details of this nightmare, but I can’t imagine the dream ended well if the lady caught up to him. Lacking further information, it would be prudent to assume similar consequences for the real version.
