In Rhythm of War, when we see Veil in the scene in the bar when she's expressing interest in women. Was that meant to confirm Shallan is bi[sexual] in-text?
Yes. That was meant to be read as Veil legitimately - I realize you can read that as she's just joking around, but that was Veil expressing interest in the ladies.
Well I suppose, what some people were saying, maybe Veil is bisexual and not Shallan.
I would say that they are both, and maybe Veil kind of in a way to make less threatening to Shallan has started really only talking about women that way. Partially for Adolin's comfort and for Shallan's comfort. If that makes sense. It's more of a safe place, because for them they know she would not go and act on those if it were about men or women, but it would be more threatening if she were talking about men that way.
I definitely got the vibe that Veil is more the sort of person who was willing to say those sorts of things, but knowing that a lot of the speculation about Shallan went back to book one, before Veil had even become a character, this has been with Shallan for a while way back when.
I don't think Shallan would express it. She might be too culturally biased to even acknowledge it, but Veil? No.