Vecna/Henry/One has both psychic power along with illusion projection. El only has psychic powers and being able to open gates whereas Kali can only project illusions. I think it's because everyone is just a recreation of Henry that's why he's the most powerful and the ones who came after him don't necessarily possess all the powers. But there's something making Eleven different here is that she could create gates to alternate dimensions which Henry initially couldn't do, until he got her power to do the same in season 3 when the monster bit her leg.

I don't think Eleven has this power to project illusions but I'd definitely love to see El and Kali team up to defeat Henry.