Green’s Dictionary of Slang

Marquis of Lorne n.

an erection.

1978		Maledicta II:1+2 (Summer/Winter) 116: The concentration in that article on proper names produced [...] play titles (as Colleen Bawn = ‘horn’, that is erection also Marquis of Lorne).
1980		Maledicta IV:2 (Winter) 192: Single inversion is seen […] to a certain extent in rhyming slang, where the elision of the rhymed word is common. For example, Colleen = Colleen Bawn (= rhyming slang on born), as is Marquess = Marquess of Lorne.