Veteran Commissar/Commander (Current)
 Veteran Build - Warhammer 40k: Darktide 

This is my current favorite Veteran build in the game and it's flexible enough to make plenty of changes! Currently I can't select any perks for the Power Falchion, but I run Flak and Unyielding.

Short Link: https://youtube.com/shorts/K_NCf9uD-Gw?feature=share

Pros: Great damage overall, fantastic AoE, Strong Team Player with Voice of Command, Survivalist, and Focus Target.

Cons: Boss damage can be lacking depending on what weapons you're using. Not as tanky as Arbites or Ogryn or as quick as the Zealot and Psyker - you're a jack of all trades.

Weapons

For this build the Power Falchion or Power Sword perform very well but a weapon with Uncanny Strike will perform even better if you want to min-max. Uncanny Strike allows your bleeds to penetrate through carapace, allowing you to wipe packs of Crushers pretty quickly.

For ranged I recommend using the Bolt Pistol because it's quick, gives you access to on demand bleed, and it comes with the Lethal Proximity blessing that increases your grenade explosion radius by about 2.5 more meters. This may not seem like a lot, but in the context of Darktide it is.

Curios

For Curios I run a balanced setup with 2 toughness and 1 stamina. Grab Ability Cooldown, Stamina Regeneration, Gunner Damage Resistance, Sprint Efficiency, and Block Efficiency. You're going to be using your ability whenever it's up so you really want as much cooldown reduction as you can get and stacking stamina benefits makes surviving much easier. Stacking toughness curios allows you to mitigate more damage in the long run.

Talents

Confirmed Kill, One Motion, and Close Order Drill are all we need at the top of the tree. The other talents are good but we don't want to waste any points up here.

Shredder Frag Grenade is our choice for this build because we want to be able to apply a lot of stacks of bleed to a massive horde of enemies extremely fast to get the most benefit out of the damage increasing passives that we'll talk about later.

Superiority Complex, Iron Will, and Trench Fighter Drill are all great talents and I take all of them. If you're running something like a Dueling Sword, you may not even need to take Trench Fighter Drill and can replace that talent with Field Improvisation, which will provide a lot of extra utility to the team. Serrated Blades is really good to take now because it's on the way down the tree and it gives every melee attack bleed application - this synergizes very well with our grenades and Bolt Pistol.

Catch a Breath is mandatory but it's a welcome talent for toughness regeneration and all Vets should still almost exclusively be running Survivalist. Free ammo in higher Havoc runs is too valuable to pass up if you're trying to play optimally.

We're now able to take Grenadier, Demolition Stockpile, and Grenade Tinkerer without much excess point investment. This gives us free grenades and increases their explosion radius.

For our ability we run Voice of Command, it's still the best Veteran ability by a long shot even if Tactical Awareness (which we also take) was nerfed a little. Since the Zealot's ability to give the team Max Toughness was nerfed due to similar cooldown reduction changes - Veteran has become the best class to play if you want to help your team survive with Max Toughness.

We expand into Precision Strikes on the left side of the tree to help with breakpoints and time to kill. We also grab Demolition Team for more free grenades. 

On the right side of the tree we take several passives that increase the Vet's overall damage. Reciprocity and Desperado make your melee weapons hit like a truck while Skirmisher and Exploit Weakness boost all of your damage. Remember that you can proc Skirmisher with a dodge slide, allowing you to maximize its uptime.

Lastly we take Bring it Down, Focus Target, and Focused Fire so that we could melt bosses with our team. In my opinion Focus Target is still one of the best Veteran Keystones to take into higher level play because it enables your entire team to do much more damage, rather than trying to horde the damage for yourself while competing with 3 other people.