Vader was called the Dark Lord of the Sith since the beginning and was even referred to as such by other characters in the old Marvel comics. However, who the Sith actually were was never explored until many years later when Dark Horse started publishing stories about them during the ancient days of the Old Republic.
Even then, it wasn't until TPM that Palpatine himself was retconned as a Dark Lord of the Sith as well (and Darth became a title).