Once you get under the deathzone of 18", veil of tears means not much because fire warriors, marines, etc, will walk at you and molest you in one turn.
Normally that should not finish you off, but the problem is because of the fleet rolls you're already split up from the rest of your harlies, so they can itemize them.
I think my list, actually, would be better if I had some shooting in the harlequin squads and just stuck together instead of fleeting. If you keep all the squads together it's harder to prioritize, which was a big problem for me.
But yeah Flav, I am kind of agreeing with you. It looks cool on paper, but I'm just not sure it'll work. People will yell at me for tossing a concept after one game, but getting wiped out in 3 turns is pretty ridiculous