You say you have been watching her...I hope its not when she's digging.
Veileds almost always dig several holes or spend more than one day digging in one hole beforelaying the eggs in my experience. Hopefully your female has just started to think about laying the eggs and will still continue to dig the hole(s) and lay the eggs.
Some signs to watch for that are indicators of trouble are...no longer digging holes, sunken eyes, sits there doing nothing (either in the branches, on the floor of the cage or in the hole), refuses to drink, looking like she is going down hill, digging the hole and acting like she has laid the eggs and filling the hole back in and packing it down.
Some veileds won't eat when they are near egglaying time....so that's not really unusual. Calcium is important during this time.
Keep us posted with her progress.
Hope to hear soon that she has laid the eggs and all went well!