Your source ought to have a section summarizing the abbreviations used in the entries, usually in the front matter. I agree that Sg. is most likely seigneur, lord. I believe Captain-general would be a military title but I don't know much about French military organization. Since the Hundred Years' War started in 1337, though, it would make sense that a nobleman would hold some type of military title and be placed in charge of mustering and leading troops.

A seigneur is someone who held a (usually rural) lordship. This title was typically hereditary, though could also be obtained via royal charter. I believe it could also be granted by higher nobility like dukes to one of their feudal vassals, but I'm not certain, and practices did change over time. In any case, a seigneur by the 14th century typically combined the roles of landlord, judge, and feudal superior. In other words, he exacted rents and duties from his subjects, judged most of their civil and criminal cases, and levied them as troops in wartime. A seigneur's specific powers, however, would vary from place to place according to prevailing local customs and any special privileges granted to either to the lord by his own superior, or to all or part of his subjects in a specific place. The various kinds of fees or duties a seigneur required of his dependents varied for the same reason but could include things like a certain number of days of labor every year, a certain portion of the annual harvest of one or more types of crops, fines exacted from judging cases, fees assessed for using the lord's grain mill or wine press, etc. A seigneur in turn owed certain services and fees to his own superior, the most important of which was typically levying troops during wartime, but often in-kind or cash payments as well.

Source: John Bell Henneman, Jr., "Seigneur/Seigneurie," Medieval France: An Encyclopedia (New York: Garland, 195), pp. 868-9.