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There are two forms of address that might be used: oyakata-sama and tono. Tono is somewhat less formal.
If speaking about him in the third person, a person might say watakushitachi no tono ("our lord"), or even his name with -sama. In some cases, well-known figures had popular nicknames.
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Oyakata-sama is what his/her troops would most likely call the Lord, it is something people below the Lord would refer to him/her as.
When it's came to the Shogun himself it would vary but I'm sure -sama would be included with their last name such as Tokugawa-sama, Ieyasu-sama, etc. It is a sign of superiority, then again they can go with the full title of Sei-i Taishogun, even being given the chance to see the Shogun through multitudes of guards and schedules you'd be expected to do something.
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Tono sama was the most used term by the shoguns close subordinates. E.G. in the long-rin Abarenbo Shogun drama.