DX11 TESO has Z3D, that what made clear in the changelog and nothing else was ever said anywhere. You should pester Zenimax to bring back DX9 support, the game had good Geometry 3D before they axed that. 😉
Not sure what your issues may be with Prey 2007 and Quake 4, they work perfectly fine normally. If you installed them under C:\Program Files please make sure that you have write access to the game folders to ensure vorpX can change their config files.
Alternatively try to install them somewhere else where Windows does not block write access per default.
Also make sure to use the Steam versions of Quake 4/Prey 2007. Direct VR will probably not work on old CD versions (or versions you can ‘obtain’ on the internet).