Does Eleni need to be in the vocative here, sine it is addressing Eleni?
Correct. It would be more obvious with some male names, e.g. Τι κάνεις Φίλιππε; (Nominative: Φίλιππος)
Shouldn't there be a η, like η Ελενι, before Eleni/Helen? The Eleni/Helen?
No, because it is vocative (you are adressing Eleni), not nominative, and vocative takes no article (but can sometimes be coupled with some interjections).
Doesn't this also mean "what are you doing?"
Thank you for asking this question. I was wondering exactly the same.
Yes, and that's another correct translation.
"Πώς είστε, Ελένη;" Rejected.
Can someone please explain this to me or fix it?
Sorry, there was a technical problem with the sentence we have fixed it.