In regards to the mind control: Permission Post here I will not likely be using it in Rekindle since the only canon use of mind control involves the scepter from The Avengers which Loki does not have at the time of his arrival. I believe it was left on Earth in SHIELD custody and may have been destroyed using the same method shown in the Agents of SHIELD episode "0-8-4" for the destruction of the artifact dubbed 0-8-4.
As for the Casket of Ancient Winters. This is on Loki's person when he falls into the void after the Bi-Frost's destruction at the end of Thor. It is not shown at any time in The Avengers because Loki had no need of it. Nor is it shown in Thor: The Dark World. In the case of the latter, while Loki is imprisoned, he does retain full use of his powers. There is no indication that any of the items he keeps in storage were taken from him. In TDW, he confronts Odin prior to imprisonment for all of two minutes is sent to the cell he stays in for the first half of the film. Considering Algrim managed to keep the stone that turned him into a Kursed when put in the same dungeon block Loki resided in, I do not believe Asgard has very good search procedures.
Revisions
As for the Casket of Ancient Winters. This is on Loki's person when he falls into the void after the Bi-Frost's destruction at the end of Thor. It is not shown at any time in The Avengers because Loki had no need of it. Nor is it shown in Thor: The Dark World. In the case of the latter, while Loki is imprisoned, he does retain full use of his powers. There is no indication that any of the items he keeps in storage were taken from him. In TDW, he confronts Odin prior to imprisonment for all of two minutes is sent to the cell he stays in for the first half of the film. Considering Algrim managed to keep the stone that turned him into a Kursed when put in the same dungeon block Loki resided in, I do not believe Asgard has very good search procedures.