For writing purposes, I used asearchoficeandfire to look up exactly how GRRM uses these different forms of address (because why take Roose Bolton’s word for anything).
“Milord” was the least common, used by some King’s Landing prostitutes and Osmund Kettleblack (also of the Crownlands). It was also used by the daughter of the captain of the Myraham, a ship out of Oldtown.
“Milady” is slightly more common that “milord” and lowborn characters from Dorne to the Wall use it. For example, Harwin of Winterfell uses “milady”, as well as Tom Sevenstrings and servants in King’s Landing.
“M’lord”/”M’lady” is the most common form people of low birth use to address the nobility. Members of the nobility, such as Theon and Sandor, adopt the term when they present/disguise themselves as lowborn. Interestingly, Oswell and Osney Kettleblack use “m’lord” unlike their brother.
“My lord”/”my lady” is obviously the way the nobility speak, but there were some interesting exceptions. For example, Ser Meryn Trant addresses Cersei as “m’lady”.
Some members of the “middle class” ie merchants, skilled craftsmen, and very minor nobility use “my lord”/”my lady” (examples: Tobho Mott the armorer, Rennifer Longwaters) while others use “m’lord”/”m’lady) (example: Hallis Mollen) so I think in cases like this, the usage depends on how the reader is supposed to perceive the character, whether the person has been educated or if they wish to be perceived as more important than they are (like Longwaters), etc.
Okay, new question: you said in one of your answers that Tyrion believes Sansa was the one who murdered Joffrey. Does he say so? Because I didn't have that impression, but I may be forgetting something (or mixing it with the show, where both believe the other is not the murderer). Also, since we're on the subject: who in the books knows/suspects that Tyrion/Sansa didn't do it? Sorry for the long ask :P
Sighing, he turned back to the table, and dipped the quill again. Sansa, he wrote upon the parchment. He sat staring at the name, his teeth clenched so hard they hurt. Assuming Joffrey had not simply choked to death on a bit of food, which even Tyrion found hard to swallow, Sansa must have poisoned him. Joff practically put his cup down in her lap, and he’d given her ample reason. Any doubts Tyrion might have had vanished when his wife did.One flesh, one heart, one soul. His mouth twisted. She wasted no time proving how much those vows meant to her, did she? Well, what did you expect, dwarf? And yet… where would Sansa have gotten poison? He could not believe the girl had acted alone in this. Do I really want to find her? Would the judges believe that Tyrion’s child bride had poisoned a king without her husband’s knowledge? I wouldn’t. Cersei would insist that they had done the deed together. Even so, he gave the parchment to his uncle the next day. Ser Kevan frowned at it. “Lady Sansa is your only witness?” “I will think of others in time.”
The High Septon began with a prayer, asking the Father Above to guide them to justice. When he was done the father below leaned forward to say, “Tyrion, did you kill King Joffrey?” He would not waste a heartbeat. “No.” “Well, that’s a relief,” said Oberyn Martell dryly. “Did Sansa Stark do it, then?” Lord Tyrell demanded. I would have, if I’d been her. Yet wherever Sansa was and whatever her part in this might have been, she remained his wife. He had wrapped the cloak of his protection about her shoulders, though he’d had to stand on a fool’s back to do it. “The gods killed Joffrey. He choked on his pigeon pie.”
–ASOS, Tyrion IX
Mind you, he is very bitter about this afterwards.
Tyrion snorted. “Unwary? I’m the wariest man who ever lived, you helped see to that.” He rubbed at his nose. “So tell me, wizard, where is my innocent maiden wife?”
–ASOS, Tyrion XI
“I am married. She was with me at the feast, you may remember her. Lady Sansa.” “Was she your wife? She… she was very beautiful…” And false. Sansa, Shae, all my women…
–ADWD, Tyrion IX
Anyway, who knows neither Tyrion or Sansa murdered Joffrey? Well, Sansa does, obviously, because she knows she didn’t do it and because Littlefinger told her who did it. Littlefinger knows, because he arranged the poisoning. Olenna Tyrell knows, because she conspiracized with LF and delivered the poison. Dontos Hollard knew, but Littlefinger murdered him. I’m not sure if Lysa was told, but it doesn’t matter because Littlefinger murdered her too. LF’s employees Lothor Brune and Oswell Kettleblack (who both know Alayne is Sansa) may or may not know the truth of Joff’s poisoning, it’s not said.
It’s unclear which of the other Tyrells were in on the conspiracy. (See this post and its links, also this.) Loras seems to genuinely believe Sansa did it. We don’t know what Margaery’s been told (unlike the show). Garlan… some suspect that while Olenna took the strangler crystal from Sansa’s hairnet, he was the one to actually drop it in Joffrey’s winecup (or Margaery was), but there’s no proof on this (and GRRM hasn’t said).
Jaime believed Sansa did it, and that Tyrion was protecting her. When Tyrion told him that he did it (lying, to hurt him, because of Jaime’s revelation of the truth about Tysha), it’s unclear if Jaime changes his mind. (He actually never thinks about it later, he’s much more focused on Tyrion’s definite murder of Tywin.) Either way it doesn’t matter to him if Sansa killed Joffrey, he feels his vows to Catelyn take precedence, and he never liked Joff anyway.
Brienne believes Sansa didn’t do it, but thinks if it turns out she did, Tyrion must have forced her to. Arya heard that Sansa killed Joffrey with a spell, and thinks that’s ridiculous; she isn’t sure if Tyrion would have done it, as he’s a Lannister. Sandor doesn’t seem to care who killed Joffrey when he hears the news, he’s more focused on the fact of Sansa’s marriage and that she left Tyrion behind when she disappeared; so whether he believes Sansa or Tyrion actually killed Joff is unknown. Davos reports to Stannis that the news says Tyrion did it; neither of them doubt the accusation. Jon oddly never thinks of Joffrey’s murder, he only finds it hard to believe Tyrion would kill Tywin; and when he mentions Sansa her status as an escaped wanted criminal never comes up (again oddly, considering he’s talking to Stannis who should care if anyone does) so we have no idea what he thinks there.
I think that’s it for characters who might possibly doubt the accusations or who know the truth. Hope that helps!
edit: Gosh, I can’t believe I forgot him – but Varys knows Tyrion didn’t kill Joffrey; it’s not certain what he believes about Sansa. He may or may not know many of the details of the Tyrell plot, as both Olenna and Littlefinger are aware of Varys’s little birds and make sure to only make plans where they can’t be overheard by them. (Olenna with Butterbumps shouting over her conversations; Littlefinger having Dontos meet Sansa only in the godswood.) I wouldn’t be surprised if Varys suspected Littlefinger and the Tyrells, but he may not be certain of Sansa’s innocence in the matter. And whatever he suspects, he hasn’t told Tyrion or anyone about it.