Both in books as well in show, Stannis took control of Storm's End. In show it is not stated but implied since he met Renly near Storm's End and all Renly's troops switched sides. Now, all Renly's troops means for sure all Stormalnds lords and Storm's End troops - Stannis is the only surviving brother and therefore ruler of Storm's End and Stormlands.
In reality and in the books, he would leave small garrison to keep Storm's End like he did himself during Robert's rebellion. He would also leave garrison on Dragonstone (and he did in the books) but I assume it is too much for the show so they have to keep it simple -> therefore Dany simply walks in into empty Dragonstone. Normally Cersei would move in just so nobody else can - why would you simply let Dany get a foothold so close to Westeros?
So Storm's End is similar situation - probably title is empty in the show for simplicity reasons, we don't know for sure. In reality, as soon Stannis is confirmed dead, Cersei would have to get the castle soon otherwise she would seem weak. Most likely she will find some Baratheon cousin with best claim and make sure he is loyal to her, before dealing with garrison inside. Neither queen wants to simply conquer Storm's End as that would be seen tyrannical, but would fight to install someone with a claim, but loyal and obedient. Therefore it is not likely that title is empty at any moment, because Cersei would hurry to promote new ruler in name even before capturing the castle. But, show has limited time, so empty title is probably the simplest way.