How to keep my veil in??

Lots and lots of bobby pins!

Are you removing a layer of the veil for first dance? I think dancing with a veil that long (and/or a train out) could be a little tricky.
Yes, lots of Bobby pins! Is the veil attached to a comb or barrette? If you can choose, maybe pick whichever style tends to hold best in your hair. If it pops out, just smile and keep dancing or, for pictures, have a bridesmaid pop it back in.

There are a ton of YouTube videos about securing veils. One that might work best for your fine hair is making a tight french braid right next to the scalp, where you want the veil to sit. Think 1 cm in width. Then you have a really secure section to push the comb through. Then pin the comb to the scalp. They make long Bobby pins, this is a great place to use those.

This technique is used frequently when the hair is all down, and something needs to be done to secure the veil, but I think it would be perfect even with your half up hair because it's thin and your veil is heavy.

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The layers are not separated, that would have been a great idea, to have the cathedral portion be removable and the shorter layer be left for after the ceremony, but I didn't think that far ahead

I don't need to keep it in for the first dance, I was planning to "practice" with my MOH first to see if it was possible haha.

Thank you!

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Thank you so much, this was really helpful. I didn't even think about youtube! That will be a great start. I plan to use loose braids in my hairstyle anyway, so adding in a close one wouldn't be hard at all!

I took my veil out for the reception, I recommend doing that. I had a ton of bobby pins & hair spray in my hair, it stayed in really well for the ceremony and pictures, it was 120" and super heavy.

I didn't have a veil but I had a headband piece and I too used Bobby pins for that so I echo what the other PPs said in using Bobby pins

Thank you all so much!