The Lady Firstname Surname. Unless she marries a peer or something.
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The daughter of your father's daughter is his granddaughter. She is either your niece, or your daughter.
Laird's daughter is a lass.
Gandhi had a daughter called Ghandira
He was called "The Kingmaker".
Your sister's daughter is your niece. You are her aunt (if you are a woman) or her uncle ( if you are a man).