It can be very confusing to understand how the different titles used for God are used in the Bible. Part of the problem is that different Bible translations use the terms somewhat differently. The primary reason for the use of LORD in place of God’s Hebrew name is to follow the tradition of the Israelites in not pronouncing or spelling out God’s name. So, when God’s Hebrew name "YHWH" is used in the Old Testament, English translations usually use "LORD" in all caps or small caps. Also, since ancient Hebrew did not use vowels in its written form, it is not entirely clear how God’s name should be spelled or pronounced. It could be Yahweh, or Jehovah, or Yehowah, or something else.
As stated above, when "LORD" in all caps or small caps occurs in the Old Testament, it is a replacement for an occurrence of God’s Hebrew name "YHWH," also known as the Tetragrammaton. This is fairly consistent throughout all the different English translations of the Bible. When "Lord" occurs in the Old Testament, referring to God, it is usually a rendering of "Adonai," a name/title of God that emphasizes His lordship. LORD/YHWH and Lord/Adonai are by far the two most consistent renderings throughout all the different English Bible translations.
In the Old Testament, when "God" is used, it is usually a rendering of the general Hebrew word for God, "Elohim." When "LORD GOD" or "Lord GOD" occurs, it is usually a rendering of a dual name for God "Adonai YHWH." The Hebrew term "YHWH Sabaoth" is usually rendered "Lord of Hosts." The Hebrew term "YHWH Shaddai" is usually rendered "LORD Almighty." The Old Testament uses many different names and titles to refer to God, to emphasize certain aspects of His person and attributes. This can result in confusion in translation, but in the original Hebrew, it was done entirely in an effort to glorify and magnify God’s name.
The usage of "Lord" and "God" in the New Testament is much less complicated. Almost universally, "God" is a translation of "theos," the general Greek word for deity. Also almost universally, "Lord" is a translation of "kurios," the general Greek word for a master. The key point in all of this is that whether we use His actual Hebrew name, or refer to Him as God, or Lord, or Lord God, we are to always show reverence to Him and His name.