So you don't think that with a higher level of observation you can see more ? Maybe even stuff from other realms ?
Maybe when Zoro goes in full rage mode like against Kaku his CoO is overflowing because he isn't controlling it enough anymore which enables people like Kaku to see Zoro's demons.
OR !
Maybe the illusions are always there and he uses CoA to solidify them and making them able to do damage.
Either way, I think that there is more to abilities like that than just 'Yeah Zoro can do cool illusions and Sanji can go super saiyan.' Luffy's red hawk was explained with haki too, with the friction and all, and the haki protected his arm from burning himself. Sanji might be using the same trick, but on his leg.