What is there in an atom between the nucleus and electrons?
It is not necessarily empty space.  

For example the flux of neutrinos on Earth is about $3 \times 10^{12}/cm^2/s$.  At a given moment, a neutrino may or may not be within the atom or even within the nucleus of the atom. Similarly, other particles may be present within an atom at a given time.  

Also, an electron may be inside the nucleus in accordance with the Fermi Contact Interaction.  So if you have a hydrogen atom, having only one electron, and the electron is inside the nucleus at a given moment, there will be no "between" for there to be space, empty or not.