For lost titles, it usually depend on if I plan on (wish for) the person to get his title back. For example, if we lost a bunch of regions due to starvation or takeovers, and I intend to help the ex-lord get back his region, I'm likely to still refer to him as "lord bob". For royal status, the title used varies from realm to realm. Some have used "prince", others use "royal". In Enweil, where the ruler is "Supreme Chancellor", I have usually called ex-rulers simply "Chancellor", though this has confused a few on occasion.
