governor, lieutenant governor
Never abbreviate governor.
Capitalize before personal name but not when formal title is in apposition:
Governor Sloan
Christopher P. Sloan, governor of Colorado
Christopher P. Sloan, Colorado's governor
Christopher P. Sloan, governor of the state
Colorado Governor Christopher P. Sloan
the governor of Colorado
the governor
Lt. Governor John L. Eliot
Lt. Governor Eliot
the lieutenant governor