OCD word usage:
I saw the round of edits on "provincar of" to "provincar dy", and went looking to see what Lois had used. First, it isn't perfectly consistent, so I think if you really want "provincar dy" in a spot it's fine. However, most often she uses "the provincar of [province]", with provincar lower case, when referring to the position as opposed to the man. That's the majority of the uses--in CoC it's 18:2 of of:dy, and 19:0 in Paladin. If my ebook counts are right. I'm ignoring the Dictionary in Paladin as that's my text (though edited by Lois).
For places where the definite article isn't used ("Provincar dy [province has done x"), Chalion has 1:6 of:dy. Paladin has one "dy" and no "of".
I suspect some of this evolved as the books were written, and some may be copy-edit misses.
The Provincara (of Baocia) is a special case, and I recall Lois saying that she had such presence she was special. It's always Provincara (capitalized), and almost never with the province--she's just the Provincara. (For completeness, when Baocia is mentioned there's one "of" and one "dy".) Usually not with "Dowager", but when it is, that gets capitalized too. Quite a personality. :) Oh, found the Bujold list message from Lois (July 10, 2002): "In general, I've tried to follow modern usage and not cap titles except in direct address, but the Provincara was having none of it; she remains capped throughout."
Further note: provincar is not done the same as March, where in CoC it's almost always capitalized and almost always "dy"--the 2 exceptions are for "the high march of Yiss", but there's one "March dy Yiss" in there too. In Paladin we have lots of "the march of x" and the "March dy Oby" (only person using this) when the reference is definitely to the person and not the position.
I'm not going to try to deduce the rules for "Lord dy X" and "lord X". :)