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Vexator Mask, Armour of Russ, some psychic powers, etc.. can force opponents to fight last, unless the opponent has an ability to fight first (e.g. Slaanesh Daemons).

Do the Veil of Time psychic power, the Saga of the Warrior Born warlord trait, possibly others, count as “abilities” on the data sheet for purposes of interacting with the aforementioned fight-last-relics? Or is a warlord trait different from an ability?

It all depends on how you define "an ability". Sadly it's not clear and GW refused to answer this round of FAQs. We'll have to wait another 6 or 12 months for an answer, if at all. Arguments exist for both sides, both of which are true for specific values of truth.

This would all be fixed if they had just said "the ability" rather than "an ability".