It is desirable in any important matter to have strong testimony to a fact.
As a Protestant, my primary source is always the scripture and it is scripture itself which advises that one should have strong testimony in all important matters viz :
At the mouth of two witnesses, or at the mouth of three witnesses, shall the matter be established. [Deuteronomy 19:15 KJV.]
In the mouth of two or three witnesses shall every word be established. [II Corinthians 13:1 KJV.]
In the case of the veil of the temple being ripped from the top to the bottom there are three witnesses to the fact. They are competent witnesses as their published writing demonstrates : intelligent men capable of presenting data in exceptional clarity and reporting matters in highly structured form.
- Matthew 27:51
And, behold, the veil of the temple was rent in twain from the top to the bottom; and the earth did quake, and the rocks rent;
- Mark 15:38
And the veil of the temple was rent in twain from the top to the bottom.
- Luke 23:46
And the sun was darkened, and the veil of the temple was rent in the midst.
These are the facts of the case.
This is the three fold evidence and testimony.
And these are the very men who have 'turned the world upside down', Acts 17:6, whose words reverberate around the world to this very day.
One would not expect the Romans to document this fact since they were not permitted access to the inner precincts of the temple. Only priests could enter that part of the temple.
And one would not anticipate reliable testimony from the Jews (of the period) when one looks at the behaviour of the hierarchy - lying in order to murder Jesus of Nazareth, bribery in recruiting Judas to betray Jesus of Nazareth and coercion in forcing Pilate's hand to execute Jesus of Nazareth by Roman authority.
One would expect such people to hush this matter up and to secretly repair the damage and to carry on as if nothing had happened.
But the three faithful witnesses did testify honestly, and risked their lives to do so. Soon after the event, eleven men - Matthew among them - shut themselves indoors, for fear of the Jews, John 20:19. Mark was close to Peter, who was, himself, crucified. And both Mark and Luke were closely associated with Paul, who was executed by Nero.