TBH, I don't recommend trying to patch with headphones...for the same reason that I don't recommend mixing with headphones. In both cases, the frequency response and the driver proximity are going to cause various alterations to your sound that, once the sound has been routed to a pair of speakers, will become glaringly apparent. The tendency will be to lower the bass and high end when listening to phones...leading to sounds that won't cut and won't pound. Never do this. The ONLY rationale for using headphones with any synthesizer would simply be for practice; never do that when you're playing live thru a PA (unless you need them for a cue send) or in the studio.
As for the build itself...sacguy's on the right track here. I would suggest the addition of an Intellijel Quadrax, also...this gives you four cycle-able two-stage EGs, which means you can loop them to make additional LFOs for modulation purposes. Make sure and add the Qx expander for that, which then allows you access to the start and end pulses for more complex composite curves...and you can still break out an ASR three-stage from this for the VCF and/or the output VCA. Oh, and you can have CV over rise/fall parameters here, too, since the Quadrax has a pile of routing possibilities (it's got a mod matrix hiding in it!). Makes a good match with the Veils! Plus, since the TAI-4 has no envelope followers (boo hiss!), adding one to track your drum machine's volume contour might be very worthwhile (auto-wah? ducking? all need this). Plankton makes a nice 2 hp one (you won't need to tinker with it much once it's set) for a bit under $100.
Oh, and sacguy? Good call on mating the Pam's with the Plog! All sorts of wacky timing possibilities with that pairing...