No first names. Madam and Sir (or appropriate titles like 'Your Grace' - Dukes or Duchesses), when addressing them directly. Mr. & Mrs. (if they were second class) when referring to them. Children are more problematical. Nannies and nursemaids usually called the children by their Christian names when they were small, and graduated to 'Master' or 'Miss' (followed by Christian name) when they were about 13. But this might have been a middle-class affectation, as very often upper-class children, even when adult, were addressed by long-standing retainers by their Christian names, although they would have been referred to as Mr./Master/Miss by same servants in conversation with others. You've wandered into a social minefield here, Ben.
The aristocracy and the working classes often conspired to make the middle classes feel awkward (trade, you know). So working class nurserymaids often called aristocratic children by their Christian names, whereas their middle-class governesses perhaps didn't after 13 or so. It's fairly hard for us to figure out now.
Bob Godfrey is bound to know the answer. I only know that my working class (nurserymaid) granny called her charge 'Duff' all her life, and his wife 'Diana', and visited him when he was grown up with his own establishment - and I bet he never did that with his governesses.