Just an opinion of mine
If we're going to be calling Loki's female form Lady Loki then we should start calling Loki's male form Lord Loki. Loki is still Loki regardless of their gender presentation. So using Lady Loki sort of feels like people are saying Loki's "true form" is male or just masculine. When it's not- their true form is whatever they currently want it to be. When she's female she's still the same Loki. When he's male he's still the same Loki. When they're nonbinary they're still the same Loki. If they feel both female and male they're still the same Loki. Loki is the same Loki. Just with a current different gender identity. So personally I feel like it would be better to use Lord and Lady if you truly want to use the Lady title for their female form and laird or liege for their nonbinary/gender ambiguous forms.