Peer isn't a specific rank like lord or duchess; it refers to peers of the realm, as Caeli mentioned -- basically anyone born to a titled family. It's used more in England, but it is about as gender-neutral as one can get.
Liege is not, technically, a rank either, but it does fit very well with the general scheme of things. :)
Champion is perhaps the best option so far... though yeah, Dame doesn't sound very warlike, either. Heh.