@oristarA,
1. "Association" (singular) should match 'has been a joyous one', so the writer should have used the singular. If he feels his joy comes from his association with each alumnus as an individual then maybe he would have written something like "In a more personal vein my own associations with thousands of Yenching hsiao-yu (alumni) have been inexpressibly joyous."
(Is the writer a native speaker? The sentence is somewhat confused. Could be the final 's' be a typo?)
2. The word 'vein' to do with writing or speech means quality, style, tendency, or mood:
He closes his article in a somewhat humorous vein.
He started his speech with a joke and then continued in a more serious vein.
(Note that the article 'a' can be omitted if desired')