Consciousness appears to us as if we are distinct entities, with a spatial and temporal existence, operating on sensory input and memory. We don't know if any of that is true - we don't know if there is any persistent entity, whether spatially or temporally.
I'm not saying there's "nothing" that we could label consciousness. I'm saying we have no way of suggesting whether or not our idea of ourselves as an entity that experiences events and acts on them (even just mentally) is meaningfully connected to reality.
My point in making that argument is that it doesn't matter - absent any better information, the only thing that makes sense for us is to act on the basis that our consciousness is real, and interact with people on the basis that they're real and conscious, because it doesn't matter whether or not it is an illusion if we can not "see past the veil".
This is incidentally also the classical response to philosophical idealism: Sure, maybe all our senses lie to us, but since everything acts as if we're in a materialist world, it doesn't matter.
It remains possible that at some point we find something that lets us lift the veil, and peer out into something "outside" our present reality. But that possibility does not change anything until and unless it becomes reality.