Hello,
My mother is a Veyon from Ohio. I read somewhere the name was changed from Veon to Veyon because one of the Veon's couldn't read or write and signed his name during the civil war. I am guessing someone guessed at the spelling. It has been a tough family to research because of the name change. I have also read there were two Joseph Veon's from the same area in Pennsylvania who served in the civil war and their records have been intertwined. My mom thought her ancestry was french as well but through the ancestry DNA Europe West was only 19% while Great Britain was 42%. Good luck with your research!