EPub support for headers and footers is very difficult, maybe impossible. Epubs don't have "pages" so there's no "head" to put text into. It's possible some ereaders would support headers-in-epubs (Sonys support headers and footers in LRF), but if the person is reading an epub in Sigil, or with EpubReader plugin in Firefox, there's nowhere to put the "header" or "footer" text.
Epub supports wide tables; not all ereaders will display them in a useful manner. This is a matter of both firmware support and basic hardware... displaying a 12-column table on a screen 4" wide is going to be troublesome.
Indexes that link to the actual content can be done, but it'd be a pain to set up. Someone would have to create the <a name=""> tags for each place that wanted an index link, because there are no pages to link to.
Cross references are easy to include if they're made right; not all epub readers will support them.
Glossary, like any other content, is easy enough to create and insert. Might even work better than most ebook formats, since many (most?) epub readers are searchable.