Re: First time the Lt. referred to his wife as "Mrs. Columbo" ?
"Yeah, I worry. I mean little thing bother me. I'm a worrier. I mean, little insignificant details, I lose my appetite, I can't eat. My wife she says to me: 'You know, you can really be a pain', you know what I mean?"
…since I couldn't possibly re-watch all up to that point to confirm the thing that was bothering me, finally got the idea to download the subtitles files.
Assuming they are accurate:
"The Bye-Bye Sky High IQ Murder Case" (Season 6, Episode 3 at time-codes 31736, 63828, and 84780) was indeed the first time the Lt. explicitly referred to his wife as "Mrs. Columbo." Three times (in regards to puzzle solving).
"Now, Mrs. Columbo, she's a whiz at crossword puzzles."
"I'm gonna work on that tonight with Mrs. Columbo."
"Mrs. Columbo figured it out."
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Before that episode it seemed to have been mainly "my wife", "the wife", etc.
As far as "Troubled Waters" (Season 4, Episode 4, time codes 00:02:04,091 --> 00:02:16,395) - so so close, but not quite:
Purser: "Mr. Columbo here has lost his wife, sir."
Capt.: Oh, now, I'm Capt. Gibbon. Welcome aboard The Sea Palace.
Lt. Columbo: "Well, thank you, sir. I was describing my wife to the purser here…Mrs..."
Purser: "Columbo, sir."
Capt.: "Yes, I would have thought so."
(Lt. Columbo started saying "Mrs." and the Purser finished "Columbo".)