Yes, such as: metaprogramming via macros and reader macros; arbitrary compile-time computation; removal of restrictions on mixing statements and expressions; and other arities for Python's binary operators. See http://hylang.org/hy/doc/v1.0.0/whyhy#hy-versus-python

Dynamically shadowing global variables is not built-in, but easy to write a macro for if you want it. See e.g. https://stackoverflow.com/a/71618732