EMVickrev has not had an egg explode yet, I think XD
Typically you will not see veins in the air sac. Which side do you place the 'candle' against, small or large side? Sometimes placement of the light can make a huge difference in what you see. If you place the candle just off center of the large end of the egg, even in a new egg, you should be able to see a clear air sac. It's possible that if you move your light around, you may find a migrated air sac. This indicates that the air sac has detatched from its normal location (at the tippy top of the large side). This usually occurs due to rough handling, but can also happen if the eggs are stored wrong (ie, small side up).
Candle it again when you can, and make sure to move the light over every bit of the egg to see if you can find an air sac in the wrong location. If you do, mark the egg and be sure that when you lock down, the air sac is on top, and be sure to watch this egg very carefully for pips in the wrong place, as the chick will be at higher risk for drowning.