New Post: how to make data validation with excel formulas like =OFFSET(Sheet1,0,0,1,1) ?

No :-) I don't play with this (with PHPExcel) but, according to the documentation, you can define workbook, worksheet names, see 4.6.39 in developer documentation, but as far i can see, it's just named range, not constant or formula.
Same source (function Reference), you can read HLOOKUP : Not yet implemented.
In Excel, you can't have validation with data on another sheet else using named range, PHPExcel, at best, must have same restrictions.
So, define names, use implemented functions (PHPExcel is'nt a blind writer), test yourself. Not working ? Show your code, perhaps a mistake... No ? Add an entry in the issue tracker, and why not, a contribution.