The you feel an innate boost to your powers or something, or you see the crackle or whatever if you have detect magic up. I recall seeing something like that on a storm giant.

I also know that when you see the crackle message as a nexun, it doesn't mean anything shifted. You could gauge, see motes, kill a rager and fell the crackle, and the veil was still the same when you gauged.
It shifted some sure, but probably not always a new tier, so to me it just let you know something happened.

I generally use the echoes as nothing more than someone hit the veil, a rager died that had at least a few pks, or an insane mage died since a lot of mages don't shift anything when they die. A useful notice, but those things generally don't equal a permanent shift in the veil.