Sora and Mickey didn't control anything, the only thing close to it is the assumption of the keyblades they control. Generally accepted as 1 keyblade for each realm (light, darkness, twilight and present), its confirmed by Nomura as many keyblades as there are qualified hearts. But i'm getting off track here. As i said, Sora and Mickey didn't control elements. Riku was able to use the power of darkness, but was not the "overall lord and master" of it. For Roxas' keyblades, the ones in Twilight Town were indeed Data, but otherwise they weren't. The reason they were fully funtional in Twilight Town even though they were made of data is because the TT he was in was data itself. They weren't data outside of TT because as Roxas was half of Sora, he could control them (but apparently his bond wasn't particularly strong with them, as is seen when Riku takes one of them).
