] You are right that Lady Catherine will always be Lady Catherine, whether she married a Baronet, a Knight, or a plain Mr., UNLESS she decides to abandon her title. However, the title is hers alone, and she cannot pass it on to he daughter. Anne is Miss de Burgh, and remains Miss de Burgh unless she marries a peer.

] Colonel Fitz doesn't seem to have a title. Just because his father is an Earl, does not automatically make him a "Lord". He is plain old Col. Mr. Fitzwilliam, if you go by what is in the book. His wife, if and when he gets one, will be Mrs. Fitzwilliam, plain and simple.

Unless, like Lady Catherine, she has a title in her own right.