Hope this response isn't too late.
Typically, yes, 'leasehold improvements' become the proiperty of the landlord upon your vacating the premises. Typically that means anything that requires a tool to remove. Citing your example - the shelves themselves could be taken but the vertical supports could not. You could take the lightbulbs (they don't require a tool) but the fixtures could not. The counter would require a tool to disassemble so it must stay. Ditto for the window bars.
My only advice is to try and take the high road and don't burn your bridges. No doubt people will ask 'Where is that nice guy who ran the beach rentals?' You want them to say nice things and not 'He left and took a bunch of our stuff'.
I would look at it as their loss and your gain that you are leaving and consider yourself lucky that they weren't complete asshats about it. (even if they were
)
Good Luck.