That is Vorta stuff. They even have the ability to commit suicide at a whim, just for that purpose.
But the thing is, they won't use that ability except at gunpoint, which both defeats the purpose and tells us a lot about the Vorta.
After "Jem'Hadar", we never saw a Vorta who'd willingly sacrifice his or her own life or comfort for the Dominion cause, whereas we saw quite a few who would betray the Dominion for same. So it would appear rather likely that Eris
a) faked her suicide and in fact beamed to a cloaked support vessel
b) faked her suicide by pulling a Changeling trick of some sort
c) beamed to safety in standard cowardly Vorta manner, perhaps using the famed long range transporter of "Covenant", and our heroes drew hasty and totally silly conclusions about a brave agent beaming to nothingness when her cover was blown.
Eris' so-called telekinesis could easily be nothing more than a light show.
The "forcefield" holding our captives was probably a light show, as its lethal nature was pure hearsay, and the Dominion had no real interest in getting either Sisko or Quark killed.
However, Eris did manage to stun Quark with her chest fire for real. A con artist such as "Ardra" could easily arrange that in a dark forest clearing, by combining a cheap light show with a separate, clandestinely fired stunner, though.
We may well be seeing more weapons-related trickery in the episode, as it would make sense for the Jem'Hadar guards to carry weapons loaded with blanks. The first one tries to stop Sisko from escaping without firing his gun, which is telling enough. Quite probably, his orders are to be defeated and to donate his gun to the enemy; if he were kept in the dark about this real tactical purpose of his, he would probably try to fire his rifle. Having Sisko running around with a harmless rifle would be a good precaution, and would preempt him from attempting to craft a silly spear or a bow or something else that might actually harm the Dominion forces.