Make sure that you’re using the same payload when generating the backdoor and when using multi handler, if you’re already doing that then try using a different port, if you’re still having issues then please show me the following please:
1. Result of ifconfig in Kali.
3. The result of ipconfig in Windows.
3. The result of options before generating the backdoor in Veil or the IP used in the backdoor.
4. The result of show options before running the multi handler.
Also you can try with tcp payloads, they have been working pretty well in my experience.
Let me know.