I've never heard either. Stendi (stand) is used for the bus transfer stations, and stendi kubwa for the even bigger stand where the out-of-town buses depart. I don't live near any trains... maybe that would be a stesheni. I guess I've never had cause to hear or talk about a bus stop, only to refer to specific stops by name.
Stesheni does not seem to be in use --> Kituo kikuu cha....: https://issamichuzi.blogspot.de/2017/06/ukaguzi-mabasi-wa-kituo-kikuu-cha.html