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Searching online, I see the two definitions for liege (noun) given by Merriam-Webster

  1. a: a vassal bound to feudal service and allegiance
    b: a loyal subject

  2. a feudal superior to whom allegiance and service are due

So, how are you supposed to identify which meaning being referred when you say "My liege"? Or is my understanding flawed in some way?

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    Context determines it. Though I have to say I don’t recall ever hearing “My liege” used to refer to the vassal; it’s too parallel to “My lord”. – Janus Bahs Jacquet Jan 26 '18 at 18:59
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It is the second definition listed, therefore less used. I don't believe it is ambiguous in common usage. But as @JanusBahsJacquet says, context is king.

To be absolutely unambiguous, you can use "liege lord" and "liegeman" to refer up and down the allegiance train respectively.

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Wow? I would never have guessed that. My OED only mentions "a king or lord".
Still, it seems safe to assume people would always interpret "my liege" as being said by a servant to their master.

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    The online edition of the OED gives it as definition B.2: "A vassal bound to serve his superior, a liege man. Hence in a wider sense: A loyal subject of the king." It says "This entry has not yet been fully updated (first published 1903)". It might be helpful if you mentioned which edition yours is. – sumelic Jan 26 '18 at 21:50
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It is very confusing, but it might help to read liege lord somewhat akin to slave master, except that liege carries a sense more like slavery than slave in that phrase.

A little bit like college teacher and college student, or foreman and man.

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