I thought it was part of Yor's politeness trope, but this is what ConMan said:
To each other, probably just Loid-san. When I said she would call him anata, I was thinking more in the situations where they need to play up their relationship in front of others, like Yor's brother.
I checked again the 1st episode and indeed Yor does call Loid as Loid-san in front of people.
Guess: Maybe it was a mistake on Yor's part because Yor needed Loid to pretend to be a boyfriend but then Loid made a mistake in the 1st place in saying that Loid was Yor's husband instead?
Or idk is it a common thing in Japan for spouses to call each other -san?
So ConMan is wrong?
Also I checked S01E08 when Yuri (Yor's brother) actually DOES show up. Yor says explicitly: 'I just call him Loid-san.'
Note: I'm adding the Japan tag based on this, this and this.