Divine Veil does not proc on Companion or Ally healing.

Divine Veil - Paladin 56 - Upon next HP recovery via healing magic cast by a party member, a protective barrier is cast on all party members within 15y for 30s.
Barrier Effect: Prevents damage up to 10% of PLD's max HP for 30s.

Summoning a Chocobo forms a party (hence why we cannot use Duty Finder while they are out) but Choco Cure, Choco Regen and Choco Medica will not trigger the effect of Divine Veil.

Similarly, if you are in a story mission with other NPCs, their healing spells will not trigger Divine Veil either. This, I believe, is intentional, since you cannot use Cover on them either.

The Chocobo part, however, does not seem to make sense. Is a Chocobo considered a party member or not?