Abstract. We present the very first high quality images of the He λ4686 emission in three high excitation nebulae of the Magellanic Clouds. A fourth high excitation nebula, situated around the WR star BAT99-2, was analysed in a previous letter. Using VLT FORS data, we investigate the morphology of the ring nebulae around the early-type WN stars BAT99-49 & AB7. We derive the total He fluxes for each object and compare them with the most recent theoretical WR models. Whilst the ionization of the nebula around BAT99-49 can be explained by a WN star of temperature 90-100 kK, we find that the He emission measure of the nebula associated with AB7 requires an He + ionizing flux larger than predicted for the hottest WN model available. Using Hα, [O ] and He λ5876 images along with long-slit spectroscopy, we investigate the physical properties of these ring nebulae and find only moderate chemical enrichment.We also surveyed seven other LMC WR stars but we failed to detect any He emission. This holds also true for BAT99-9 which had been proposed to excite an He nebula. Four of these surveyed stars are surrounded by a ring nebula, and we use the FORS data to derive their chemical composition: the nebula around BAT99-11 shows a N/O ratio and an oxygen abundance slightly lower than the LMC values, while the nebula around BAT99-134 presents moderate chemical enrichment similar to the one seen near BAT99-2, 49 and AB7. Comparing the WR stars of the LMC, BAT99-2 and 49 appear unique since similar stars do not reveal high excitation features. The third high excitation nebula presented in this paper, N44C, does not harbor stars hotter than mid-O main sequence stars. It was suggested to be a fossil X-ray nebula ionized by the transient LMC X-5. Our observations of N44C reveal no substantial changes in the excitation compared to previous results reported in the literature. Therefore, we conclude that either the recombination timescale of the X-ray nebula has been underestimated or that the excitation of the nebula is produced by another, yet unknown, mechanism.