in my opinion veteran should not be able to stay on alert indefinetly. regardless of pierce night immunity or not.

heres the reasoning

any town die and put in their last will who they are visiting, veteran becomes a auto confirmed townie, and must be voted off late game by remaining mafia, or neutral killer must win a tie against him.

veteran also simply can not die at night, which is by far the biggest annoyance for any evil role. only scum who can kill a veteran would be a kidnapper. any scum role always dies to a veteran.

if ignores immunity is on, veteran is guaranteed to kill at least one baddie, and possibly all the neutral scum at some point in the game.

overall, veteran is too strong a role to have infinite alerts. and as such the most it should have is 3.
veteran should be changed to remove infinite alerts(and max would stay at 3). or be forced to wait one night between alerts.