Do you have a proper thermometer in the cage with him? I would take a closer look at all your temperatures, to make sure that the basking spot is not too hot and that the ambient temperature of the cage is not very hot either. It sounds mainly like he's trying to escape, and escape downwards usually means the top of the cage is too hot. For a young veiled you want his basking spot to be about 85*F and his ambient temperature to be between 70-75*F.
And yes, tarsal spurs are visible right out of the egg.