As noted, the Colonel, as the younger son of an earl, would be Hon. ______ Fitzwilliam, and his military rank would be stuck on the front of the honorific, making him Colonel the Honorable ____ Fitzwilliam.

Catherine de Burgh, as the daughter of an earl, was Lady Catherine Fitzwilliam. She kept that title when she married Sir Lewis de Burgh, since he was of a junior rank, and became Lady Catherine de Burgh. (If she had not had a title of her own, she would have become Lady Lewis de Burgh, like being Mrs. John Jones.) The title is not heritable; her daughter is simply Miss Annne de Burgh and will be so until she marries, regardless of her mother's death.