I often catch myself saying lord baby Jesus as I heard someone say it on youtube. I don't mean to call him Lord or anything I just say it by mistake. What shall I do if I catch myself saying this?
To answer your question, yes it is haram to say it intentionally as it is our aqeedah that Allah is the only Lord:
Our Lord! We have heard someone calling us to faith- “ Believe in your Lord [alone]”- and we have believed... (3:193)
If you catch yourself saying it unintentionally:
The Messenger of Allah (ﷺ) said: "Whoever takes an oath, and swears (unintentionally), saying: 'By Al-Lat and Al-Uzza,' let him say:'La ilaha illallah.'" (Sunan Ibn Majah)
This hadith is especially similar if not directly relevant to your case, as saying "Lord Jesus" basically amounts to swearing by him (as it is replacing Jesus where Allah should have been).
It will probably also help if you start calling him Prophet Isa (AS) instead of Jesus by removing that association from your mind. Also make a habit of mentioning Allah when you are surprised or startled. Start saying things like 'AlhamduliAllah', 'Astaghfirullah', and 'AllahuAkbar', as saying things like 'Lord Jesus' is definitely not something to encourage.
Your case is relatively easy :)
The Quran states:
Indeed, the truth deny they who say, "Behold, God is the third of a trinity" - seeing that there is no deity whatever save the One God ... (5:73)
O FOLLOWERS of the Gospel! Do not overstep the bounds [of truth] in your religious beliefs, and do not say of God anything but the truth. The Christ Jesus, son of Mary, was but God's Apostle - [the fulfilment of] His promise which He had conveyed unto Mary - and a soul created by Him. Believe, then, in God and His apostles, and do not say, "[God is] a trinity". Desist [from this assertion] for your own good. God is but One God; utterly remote is He, in His glory, from having a son: unto Him belongs all that is in the heavens and all that is on earth; and none is as worthy of trust as God. (4:171)
Though some may understand that the mere utterance will lead to a penalty, it is obvious that the cherisher of this world, our Lord God, knows what is in our heart. In the verses above, "say" obviously implies "believe", as this was directed to the Christians. In your case, you do not say Lord intentionally, and you do it "by mistake": you do not believe so, and God - as we expect - would know that. So no, you're not really doing something wrong when it is uttered "by mistake". There are many colloquial expressions such as "Christ!" and "Oh Jesus!"; does that mean everyone who says it sins? This way, it would be enough to simply offer a prayer without meaning it too.
You could always, however, reassert your belief in your heart (If that is your belief): I bear witness that there is no God but God. I hope this answered your question!