Hmmm...do you have a storyline in mind? It's usually easier for me to do a gothic dance when I am playing a character and there's some kind of conflict or change. It helps me with the mood of the song, gives me an attitude to approachand execute moves and combinations with, and helps me practice and maintain eye contact, facial expression, hand gestures.

If you're using a shroud or veil for the beginning, I'm thinking a few things:
1. You could be something evil disguised, like a harmless old woman who really holds a poisoned apple for the unsuspecting
2. the opposite: you're something pretty and enchanting with the veil on, pulling the audience in, and when you come out, you're putting your spell on them until you show your true colors...you can be creepy, scary, but still sexy, if you want to. You could even tease with the veil, peek out a little, hide, show a little, take it back (I know you have the first part choreographed, but I don't know how it looks so far or if you want to add anything)
3. What if you went really wild...like the veil was controlling you in the beginning, and you did really creepy things with it on, and you escape, but it tries to hold on? Kind of like the alien symbiote and Spiderman, only prettier. The music gets kind of white-noise and chaotic, so I kind of like this one. :)

I am biased, and I usually let the evil win or take over. hehehe...

Just a few thoughts.