I've heard at least one member of the family pronounce it almost as
written, ie Fetherstonhaw, but one can't prescribe pronounciation in
these cases. I suppose the ideal is to find out how a particular
person pronounces his/her surname, as you can't impose 'house rules'
on family members. Failing that, it's reasonable to use a good guide
(eg, Debrett's Correct Form, Titles and Forms of Address) as an
alternative.
I'd a similar problem with Seymour, which I'd always pronounced See-
mer. Until, that is, I heard the Duke of Somerset pronounce it See-
more! Similarly, I used Rumsey for Romsey, until I heard the present
Lady Brabourne (whilst she was Lady Romsey) pronounce it exactly as
spelt! Similarly, Lord Galway pronounces the first part of his surname
'Munkton'.
Also, there's been a change in the pronounciation of Althorp. I heard
the late, 8th, Earl Spencer pronounce it as Altrup. But have since
heard the present earl pronounce it as spelt.
I could go on!