Veksar was actually in the client's zone list internally since Kunark. However, it was not open until mid LoY and the zone files were not released until then. I'd assume Veksar hasn't been touched up at all, art-wise, since its initial creation. It doesn't use too many advanced texture features that were present in LoY+ zones, so I am going to guess it was made and then just never used.
The base game, Kunark, and Velious also had a few other zones like that, some of which still aren't out, or are complete remakes from concepts or partially finished art.
Aviak Village - I'm assuming South Karana was two zones at one point, one of them being the north part of South Karana, and the second one being this zone known as Aviak Village. It's close enough to Lake Rathetear in order that it could have been planned that way. Also, South Karana is massive so it's possible they thought PCs couldn't handle it early in development.
The Pit - Narris, one of the old EQ GMs (and namesake of Sirran the Lunatic in Sky), told me in P99's IRC years ago that this was supposed to be the underground portion of thurgadinb. It never was released, but only contained that part of the zone. I believe Prathun or another dev later confirmed this on EQLive's message board.
The Player's Arena - A zone only known as 'arena2" in the client. I'm unsure what this is, but it's referenced, and worth noting. No information exists about it.
Nektropos - Not much was known about this area... at least until the lore behind the namesake was later revealed in EQ2 in the form of Nektropos Castle, the haunted home of Lord Everling, whom I assume was supposed to live here in EQ1.
Neriak Palace - Also known as 'neriakd' or Neriak Fourth Gate, this later had a reimagning in both EQ1 later in time, and EQ2 additionally features a 'Neriak Palace' area in the city of Neriak off of Darklight Wood. It's supposed to be Queen Cristanos Thex's hidden palace, beyond the walls of Neriak's Third Gate. The Ghouls near the Necromancer guild also shout her namesake. How cool is that?
Abbey of Innoruuk - I believe this was some sort of hateplane tie-in. Not sure. It was scrubbed right after Luclin/PoP from existing forever.
Magi - Also has the short name 'jrbase1' associated with it. I think this ties in to the default zone name somehow.