'Much confusion is caused by "courtesy titles" and the designations "Lord" and "Lady". none of which are *official* styles of any peer. Elder surviving sons of earls, marquesses, and dukes are given the "courtesy" title of (usually) the second highest peerage held by the father: eg., the eldest son of the Duke of Chandos was referred to as the Marquess of Carnarvon (but in official documents merely 'Henry Brydges, Esquire, commonly styled Marquess of Carnarvon".) Younger sons of marquesses and dukes bear the courtesy designation "Lord" with given and family names: Lord Sidney Beauclerk... was fifth son of the Duke of St. Albans. "Lord" with the title only, and without "of", is also the normal designation, except on official occasions, of barons (it would be very unusual to hear a baron addressed as 'Baron So-and-so'), and it is the informal mode of address of viscounts, earls, and marquesses, but not dukes: eg., the Marquess of Rockingham was frequently referred to as "Lord Rockingham", but the Duke of Grafton never as 'Lord Grafton."
Baronesses (normally) and viscountesses, countesses, and marchionesses (informally) are addressed as "Lady", with the husband's title, but never duchesses. All daughters of earls, marquesses, and dukes are "Lady" with given and family names. When married to a man of lower rank, they change their own family name to their husband's, but retain their own given name: eg, when Lady Mary Pierrepont, daughter of Evelyn Pierrepont, duke of Kingston, married Mr. Edward Wortley Montague, she became Lady Mary Wortley Montague (her husband remained "Mr. Wortley Montague".) Marrying a man of higher rank, they assume the title his wife would normally carry: eg., when Lady Diana Spencer, daughter of Charles Spencer, Duke of Marlborough, married Lord Bolingbroke (2nd Viscount Bolingbroke), she became Viscountess Bolingbroke (Lady Bolingbroke.) Divorced from him and married to Topham Beauclerk, she became Lady Diana Beauclerk. (Topham remained "Mr. Beauclerk".) The wife of a younger son of a marquess or duke, if of lower rank than her husband, becomes "Lady" with her husband's given and family names: Topham Beauclerk's mother was Lady Sidney Beauclerk...'
...but somehow Topham was plain Mister even though his father was a peer. Fine, OK. File this away with Pratchett's explanation of old English currency under 'wakaru hito wa wakaru' ie you gotta know how it works to know how it works.