By this definition, Magic Missile isn't a magic attack.
Learn to read: it says "generally". There are spells which don't allow saving throws. But the word "generally" definitely isn't used to make a case for including weapon attacks. And also, we're not talking about "magic attacks" but magical attacks.
The wording was changed in Rules Compendium. It no longer includes the word 'generally'.
Because I stole it.
Anyway, a very simple logical argument follows:
Question: Is the attack magical?
If yes, then the attack is magical.
If no, then the attack is non-magical.
If the attack is magical, then it is stopped by orange veil.
If the attack is non-magical, then it is stopped by red veil.
As such, one of them blocks it. Specifically whether it was red or orange was technically not a question asked by the OP, so I feel that my work here is done.