Hello Guys, I tried lots of builds, and now I am satisfied with a Helwalker/Shifter, and decides to try the Veteran difficult. I am stuck in the digsite, in the spot where is a Dragon, next to where I find Alof. It’s really impossible to me pass this encounter.
So I changed to classical difficult, and the game is too easy now. My Party is lvl 3, and I can almost auto attack everyone.

Now I dont know what to do. Any ideas of how I can play on veteran and keep progressing?

the only thing i can suggest is to study your veteran playstyle and see what you might be doing wrong. e.g. are you paying attention to armor and penetration? are you making good use of player abilities (pausing a lot) and not just AI? are you trying out tactics (e.g. trying to draw enemies away from each other to separtate the fight)? there are other areas in the digsite you can try to explore where you can get your characters to level 4 (you also need to have done all the quests in port maje).

there's a bit of a step change, so veteran will feel very different from classic. it's a good sign! if you're able to work your way through the digsite (which is a pretty hard fight--pretty much one of the hardest in the game, especially on PotD because of how low level you are) you might develop the right know-how to do the rest of veteran at a satisfying level of difficulty.

From your other thread the problem seems to be the digsite specifically which is an unusually hard fight this early in the game and you don't have a full party. IMO stick with veteran but hire an adventurer to round out your party for this fight, it's what I did in PoE1 with the damn temple.

Thank guys. I returned to Port Maje and respec my char to pick Charm Beast. 
This solved my problems, and I finished the digsite. Glad to know that this area is really hard, gives me motivation to keep on veteran difficult.

The dig site is one of the hardest fight in game, excluding mega bosses.