Use caps for proper nouns but not for generic nouns: But sir, ma'am, my lord, my lady, milady, etc. are not capitalized.
Properly it's 'my lady', though often it's written in literature as 'milady' to indicate colloquial or less educated English. In the Song and Ice and Fire books, GRR Martin tends to write it as m'lady to indicate that the character speaking is lowborn. The high born characters say 'my lady.
Yes, they should be capitalised when addressing the person. "Your Grace" for dukes (and marquesses in some countries). "My Lord/Lady" as a generic for all nobility. "Your Majesty" for the sovereign.
If a person is referring to a title that is either positional or hereditary the word Lord would be capitalized. When the word is used as a general honorific (I would be happy to fetch bread for you my lord) or used in a collective circumstance (good evening lords and ladies) it is not capitalized.
Lady is the female equivalent. It can be used by an unmarried woman in her own right, or by the wife of a man with the title: Lord, Baron or Sir.
It's 'Queen Elizabeth,' she's the 'queen': "Capitalize king, queen, prince and princess when they are used directly before one or more names; lowercase when they stand alone," AP Stylebook says.
If the title is preceded by a possessive pronoun (my, your, his, her, its, our, their) or a possessive noun (Josh's, Susie's) it should not be capitalized. Capitalize titles of heads of state, royalty, and nobility when they are used with names, in place of names, or as appositives.
Capitalize a person's title when it precedes the name. Do not capitalize when the title is acting as a description following the name.
Properly it's 'my lady', though often it's written in literature as 'milady' to indicate colloquial or less educated English.
by 1814, from French (by 1760); described in OED as "A continental rendering of 'my lady', used as an appellation in speaking to or of an English noblewoman or great lady."
Milady de Winter, often referred to as simply Milady, is a fictional character in the novel The Three Musketeers (1844) by Alexandre Dumas, père, set in 1625 France. She is a spy for Cardinal Richelieu and is one of the dominant antagonists of the story.
Lowercase only minor words that are three letters or fewer in a title or heading (except the first word in a title or subtitle or the first word after a colon, em dash, or end punctuation in a heading): short conjunctions (e.g., “and,” “as,” “but,” “for,” “if,” “nor,” “or,” “so,” “yet”) articles (“a,” “an,” “the”)
In titles, the general rule is you should capitalize the first word and the last word, as well as all nouns, verbs, pronouns, adjectives, and adverbs. Articles, prepositions that have fewer than four letters, and coordinating conjunctions shouldn't be capitalized.
Capitalize a full title and a title before a personal name. Otherwise lowercase king, queen, duke, etc, including a title that is in apposition to a proper name.
According to most style guides, nouns, pronouns, verbs, adjectives, and adverbs are capitalized in titles of books, articles, and songs. You'd also capitalize the first word and (according to most guides) the last word of a title, regardless of what part of speech they are.
Generally, the following should be capitalized: the first and last words of your title. all nouns (especially proper nouns) pronouns (he, she, etc)
Royal titles are lowercase unless paired with a name: “Capitalize king, queen, prince and princess when they are used directly before one or more names; lowercase when they stand alone.”
Family member titles are capitalized when used as a title immediately before a person's name (I adore Aunt Lisa) or when the title is used in place of their name (Where's the milk, Mom?). Do not capitalize names that refer to common nouns: Those two men are fathers or This class is for expectant mothers.
For female members of The Royal Family who hold the title Her Royal Highness: "Your Royal Highness" on the first occasion, and then "Ma'am." For male members of The Royal Family who hold the title His Royal Highness: "Your Royal Highness" on the first occasion and "Sir" thereafter.
Miss: Use “Miss” when addressing young girls and women under 30 that are unmarried. Ms.: Use “Ms.” when you are not sure of a woman's marital status, if the woman is unmarried and over 30 or if she prefers being addressed with a marital-status neutral title. Mrs.: Use “Mrs.” when addressing a married woman.
A marchioness can be addressed as 'Your Ladyship' or 'My Lady'. Alternatively, refer to them as Lord/Lady followed by the place name associated with their title.
Capitalize the first and the last word of titles and subtitles. Capitalize nouns, pronouns, adjectives, verbs (including phrasal verbs such as "play with"), adverbs, and subordinate conjunctions (major words). Lowercase articles (a, an, the), coordinating conjunctions, and prepositions of four letters or fewer.