A Veil of the Sphinx is an artefact on sale at the The Defensive Artefact Shop in Delos.
This is one of the more expensive artefacts that can be purchased, but many owners swear it is worth the cost.
When worn, this artefact takes you "off the radar", so to speak. No seeking skills will work to locate the wearer (barring a select few).
The only unfortunate thing about this veil, is that it will not remove you from the QW or WHO lists, rendering it partially inaffective.
This is easily rectified, however, with a purchase of a gem of cloaking, which removes you from most WHO listings.