I'm not a lawyer, so this isn't legal advice. However....
You pay your rent to the person stated on the lease. That, probably, is the current owner. The lease probably contains provisions regarding changes of address, where the rent is to be sent, etc. If you receive a notice, per the terms of your lease, to send it elsewhere, then do so. Otherwise, pay per the lease.
Further, in a short sale, the current owner is selling to a buyer. Just as with a regular sale, the property is owned by the current owner until it's sold.
Now, there's the question of what happens when the property is sold. In jurisdictions with which I'm familiar (and check with a lawyer on this), the new owner is bound by the terms and conditions of the present lease. So, upon change in ownership, the payment would go to whomever the new owner designates. However, the new owner would be required to recognize the terms and conditions of your lease.
Again, check with a lawyer for clarification on these and other related issues.