will all attachment on locations discard under litany of fire?

or just the attachment with "attach to a location"text will discard but veteran marauder do not discard?

Once all locations become characters from Litany of Fire, all those attachment restrictions will no longer be met and should therefore be discarded from play.

That being said, that is a great question about Veteran Marauders. The Response on Veteran Marauder creates a lasting effect that makes the play restriction "attach to a location". Therefore I would think that once that location becomes a character, Veteran Marauder would be discarded.

Yep. There are two main points that figure into this:

1. When a non-character card is acting like a character, it is considered to be a character and ONLY a character.
2. Attachments only attach to characters unless they specifically say otherwise.

So when the location becomes a character, any attachment that says "attach to a location" (printed or "virtual") will indeed be illegal and will thus be discarded.