If Jack was a Lord, or a King, or a Knight, he would be called Lord Jack, King Jack or Sir Jack, respectively.
So let's say Jack is a Warlord, would you call him "Warlord Jack"? or just Lord? or just Jack?
He's a warlord. That's the kind of person who's used to getting his way. If you know what's good for you, you'll call him whatever he wants!
That said, "warlord" is not a standard title of nobility in any system I know of. The word suggests that he's a military commander who has used his military power to take a position of government authority, so he can rule. It kind of has a negative connotation that way: he is someone who has seized power by violence (most societies don't usually consider that a legitimate claim to rule). Usually, someone in that position will probably give himself some other, more socially acceptable, title.