Not 100% clear in your question but it appears from context that these creatures use a buoyant gas such as hydrogen to fly.
What your flying creature needs is a swim bladder that allows them to change their density and buoyancy.
Depending on the creatures makeup this could be incorporated into the gas bag construction. Muscles around the gas bag could be used to contract the bag raising the internal gas pressure and increasing the creatures overall density, making them sink or alternately release the muscle tension allowing the gas to expand to near atmospheric pressure lowering creature density causing it to rise. If multiple bags are used this could allow the creature to not only raise and lower, but also change orientation.
This could be used in conjunction with the ability to release gas or other bodily fluids for emergency rapid motion in either direction.
In addition the creature should possess fins or wing-like appendages that would allow it to exert force on the atmosphere for minor corrections in altitude as well as to allow fine control of orientation.
Other Possible Problems
Throwing a relatively large projectile from a flying platform is going to push them in the opposite direction from their strike (equal and opposite reaction) as well making them rise from the lost weight. This is likely to disorient them and make them vulnerable after any misses.
X-rays work by the rays passing through substances and are detected on the opposite side from the x-ray source. I'm not sure on the feasibility of using a reflective x-ray sensor, but either way this x-ray source should only energize for a short period or the creature would be easily detectable and give everyone in the vicinity cancer.
I thought of another interesting way this could be done. Most discussions of flying biological gasbag creatures use hydrogen as it is possible to produce it biologically (see Biohydrogen), but it is also possible for organisms to consume hydrogen (see Hydrogen Oxidizing Bacteria)
The creature could have a "stomach" adjacent to the hydrogen gasbag which could be vented into to allow bacterial colonies present in the stomach to consume the hydrogen gas, lowing the creatures gas content and buoyancy causing it to fall. To rise the creature would just generate more hydrogen gas.
The downside of this method is it would be relatively slow, not making it a good candidate for quick movement, but since the creature could "eat" some energy in the gas rather than just venting it, this makes it a definite advantage to the creature for handling longer term fluctuations in air density (like day night or seasonal cycles).