GrimTools link: Veilwalker, Level 100 (GD 1.3.0.0) - Grim Dawn Build Calculator
Hope everyone’s been having a good time with the new expansion! I saw Wight Frost's Edge - Rare Two-Handed Sword - Grim Dawn Item Database drop when exploring the new areas and immediately wanted to try making a Cold Veilwalker. Turns out I found an even better sword along the way 
This build is far from optimized, but it was easy to cobble together with what I had in my shared stash and crafting recipes. It’s also incredibly fast at bursting down packs in the Shattered Realm and surprisingly tanky. All around fun to play while farming.
In-game character sheet:
Misc. stats:
(Most of the deaths were dying to Prodromus on Normal. Its orbs hit like a truck!)
Gameplay involves building Onslaught stacks and then spending on Bone Harvest. Scourge Strike comes very close in damage and is a better low-target spender if you won’t want to put as many points into Bone Harvest. Maintain Rallying Cry and Bonechilling Cry, stick Mark of Torment on an Elite in a big pack or on a Boss as needed. You might notice your HP dip suddenly only to go right back up to full; Untamed Rage plus Diamond seem to be an extremely powerful buffer to let Battle Surge do its work.
For leveling I found Werewolf to be speedy in the early game due to its dash and solid damage. Once I got to Utak Kunar I got a Wight Frost’s edge (you may be able to farm it even earlier into Asterkarn if you like) and switched to Onslaught with Avalanche and Necrotic Edge. Lots of Cold damage support from the Berserker tree plus the first half of Necromancer.
Itemization is fairly forgiving, as evidenced by how many items I was using gave no skill points toward my class pairing (Siff’s, Chillwisper, Scourge). You can easily substitute a different amulet for Kaisan’s if you don’t have the rep to farm him yet. The Wight Frost’s edge MI also works well for a weapon if you aren’t able to find Deathshriek. OA and attack speed are particularly valuable for getting regular crits to fuel your damage and self-healing.
Skill and Devotion point allocation was mostly vibes. I still have no idea if some of the skills should be one-pointers or if it’s even worth it to take Siphon Souls for the weapon’s modifier to it. I also just went for the Cold damage in the Ultos constellation and then filled in with generally good stuff afterwards. Consider this a flexible template to direct how you like.
I’ll come back to update this as I unlock more rep-based things and to incorporate feedback from you all (please be gentle, it’s my first build post). Hope you all have as much fun as I did smashing things with icicles!