Uhlan is oo-lahn, with stress on the second syllable.
In Sigmaringen the final g will be hard, as there are no soft gs in German, but I'm not sure whether it is Sig-mar-ring-en or Sig-mar-ring-ghen.
Going somewhat off-topic, I once had a Chinese student whose surname was Ng, pronounced Ung.
And yes, in Britain we really do have a Marquess of Cholmondeley, pronounced Chumley.
Ann