To gather the edge of the veil, the easiest way (in my opinion) is to machine zig-zag (using a wide stitch) over quilting thread or floss - some thicker thread with a knot tied at the end. Once you've zig-zagged over the thread you can pull the opposite, non-knotted end to gather up the edge. It's super easy and makes nice, small, even gathers. If you need step-by-step, I can share them.
Take a length of tulle and wrap it around each tooth on your comb and secure the ends. You can sew the zig-zagged edge of your veil to the inside edge of the comb so that the veil falls back over itself when the comb is upright. I sewed it several times back and forth and over and under the length of the comb. I also sewed a length of satin ribbon over the raw edges. It just gave it a more finished look. The ribbon will be sitting against my hair, so it won't even be seen. Hi! I'm anal retentive!
Once I finished attaching the veil to the comb, I laid out my lace on top. *Please note! This is NOT the way you would generally construct a lace-edged veil from scratch! I have a very specific amount of delicate lace that I can't take any chances with. The fact that I re-cut my veil twice is testament to why I didn't attached the lace first. I kinda though that might happen....
The center mantilla fabric is on the right. The edge-lace, now pinned to my new veil is on the left.
There is a small section in the center left that I'm going to have to splice. Not looking forward to it.