I don’t think I’d use velvet on sheers. It should be straight, easy sewing. Use a disappearing marker to keep things straight. I might try wide grosgrain ribbon instead. Miter the corner.

Bad idea velvet is heavy and sheers are very light and they will hang badly maybe post a picture but the ribbon could be done but not as easy as you might think sometimes joining 2 very different materials together creates puckers no matter how careful you are..

Not correct to use heavy trim on sheers

Are you making the sheer panels yourself or are they readymades? Might work if you have some extra to play with and test. If the band will only be about 2" could be okay. You'd need to fold over the side hem a few times to add some weight to the sheer, then you'd wrap that with the banding. The main problem would be you won't be able to iron anything. You shouldn't have to miter if it's only on the leading edge. You could straight stitch with a very long, loose stitch or I might use a double sided sticky tape. A fabric glue might come thru and you can't iron on a hem tape. You can always hand stitch, but that would be a lot of work.

You could add a ribbon to the leading edge of drapes to keep it light, but it's still not a concept usually used for sheers.