You should read the first two books in The Sin War series before you read The Veiled Prophet. It will make a lot more sense that way. This review might have some “spoilers”. It is almost impossible to write about the third book in a trilogy without giving something away. I did my best to keep the “spoilers” to a minimum, however.
The Sin War is a trilogy of books that takes place within the “universe” of the Diablo games. All three were written by Richard A. Knaak, an author whose writing I always enjoy. According to the Diablo Wiki, everything that happens in The Sin War Trilogy takes place around 3000 years before the darkening of Tristram. Or, if you like, it takes place before the Tristram that you knew when you were playing the original Diablo game.