they didn't have the veto on the Anglo-Irish agreement or the GFA - but it was a fati-compli - so they could claim to have stuck to their guns. But they absolutely have a veto over a sea border - and even if they weren't propping up the government, such a move would be met with ferocious resistance by loyalists ultras - riots, boycotts, strikes, sabotage. Its pretty fundamental - n.ireland in the customs unions along side the republic and rest of the UK outside would be seen - accurately - as a fundamental weakening of the union. basically - they'd go fucking apeshit.
And a hard border in n.ireland would have the same outcome.
This has been absolutely clear from day one of the brexit process and the government's approach has been to try and ignore in the hope it goes away - but now its crunch time and the only possible outcomes are customs union (i.e BINO) or no deal. one is a pointless pile of shit and the other is a clusterfuck.