What does he have that allows him to instantly kill anything? Second, if he has a sniping weapon, just have them ambushed, they are no good close in. You could also give the enemy a sniper, that or suppressing fire.
For Dark Eldar, what about Grotesques, or those Mandrakes sneaking behind Imperial lines. Wyches would give them hell too. So many choices to challenge the players with.
In fiction, I don't image that Dark Eldar need a lot of shouted orders, they have been fighting together for so long they can probably function without a lot of direction.