Am trying to create a 1×11 setup on a CX bike.

Want to use 105 11speed drop bar shifter
XT 11-42 cassette.

Will that work.
If so which rear derailleur should I use

This will allow you to use a 105 mech with a 11-40 cassette if that helps.

💡 I know you said Shimano, but…. SRAM Rival 1 does all this very well, you could still use a Shimano cassette.

You’ll need a Wolf Tooth TanPan to use a MTB mech with a road shifter and thats about it.

I’m about to do the same on mine with 10 speed, haven’t dropped a chain with just a normal 105 mech but can only run a 32 t cassette

Is it for racing or recreation?

Or if you want a clutch mech, a Tanpan will convert the cable pull so you can use a MTB mech.
Tanpan

Assume its not for CX with that gearing I reckon. More like rough stuff riding?