Torn veil? That's very bad (4)
I believe the answer is:
evil
'very bad' is the definition.
(I've seen this before)
'torn veil?' is the wordplay.
'torn' is an anagram indicator.
'veil' with letters rearranged gives 'EVIL'.
'that's' is the link.
(Other definitions for evil that I've seen before include "mischief" , "Very wicked or bad" , "Morally objectionable behavior" , "Live badly in depravity" , "Live (anag.)" .)