He is still at work = meaning that he is in the building in which he is working just now (the speech is about his location while he works) . He still works = meaning that he doesn't finish his work (here the speech is about that he is working and working, i.e. about his work).

at work sounds like right now he is still working. See, he still works means he's employed not yet fired.

He still works means that he's not retired yet. He is still at work means that he is phisically at his working place at this very moment.