Untangling this "lord" business

"All daughters and younger sons of dukes or marquesses (the highest ranks of the peerage) are addressed as Lord or Lady Firstname. Therefore, as the second son of the Duke of Denver, Peter Wimsey is Lord Peter or Lord Peter Wimsey. He is NEVER Lord Wimsey. The “Lord” goes by the first name.

You show that someone is intimate with your character by dropping the Lord or Lady. There’s a nice bit in Dorothy Sayers’ wonderful Gaudy Night where Harriet Vane, Lord Peter’s eventual wife, calls him Lord Peter in front of others as they’re solving a mystery together even though she’s called him, and thought of him, as just Peter for ages. Ever polite, he matches her by calling her Miss Vane throughout the scene."

Conversations With Dead People: Of Wimseys and Wellesleys: Courtesy Titles, Part 1