First to Mags:
Was Diana allowed to keep the "HRH" after the divorce? I recall hearing something about how the Queen wanted to restore the title after her death and her brother, the Earl of Spencer, would have nothing to do with that. Though, I may be confusing that with the other part of the title, "Princess of Wales". I do recall there was a real row about it. However, as she is still referred to as 'the people's princess' I guess it hardly matters.
(though a bit of gossip aside, I was looking at a picture of Prince William the other day and trying to see if there were similarities to JFK JR at the same age! Bad me!)
Then to Saanen:
In the case of the story need as you described it, the spinners would definitely refer to her as 'my lady' and not only because she's the duke's sister, but because she's a very wealthy woman and in these types of settings, the wealthy usually hold all the real power anyway. So out of deference to the wealth, more than anything else, would they refer to her so graciously. (not to mention the idea of making her extremely happy and possibly getting some of her other wealthy friends to frequent their shop).
Rabe...