Ideally, you should try to make your scenes as autonomous as possible. That is, they should be able to function independently of other scenes. With that architecture, you can test individual scenes without the complication added by other scenes.
So, to your question specifically, I'd say the player control script should go in the
Player scene. Again, ideally, that should allow you to test your player independently.
That said, like lots of things in software development, that's a guideline, not a requirement. Just keep it in mind and stick to it when/where you can.