It's always been an interest of mine to see if there are ways to feasibly make burst mages have more durability. Ahri is one of those champs that's jumped on that train by being able to feasibly build Hextech Gunblade, despite lacking AD scalings, so it's certainly possible.

I think the most difficult part is that for Veigar to have reliable DPS, they want to have enough CDR to consistently spam out their Baleful Strikeduring the teamfight. Yet, a lot of CDR itemization tends to lack in tankiness, which means that being durable but also having CDR tends to be mutually exclusive.

If this kind of build was being done, I would wonder if there would be something possible like I do with my Vel'koz build: 30% scaling CDR in runes (which is effectively 20% CDR by Level 12) in order to minimize the number of items that have to be invested into CDR. With that, just a Morello could feasibly hit 45% in a reasonable span of time, while still allowing for mid-game teching into Gunblade.

I haven't quite run the math or the difference in burst that would result from it though, so but if I were to go down that kind of Veigar path, this would probably be my first attempt.