What is the origin of using the word "our" preceding a first name when speaking directly to the person so named

This usage is/was common in parts of England, mainly northern England as far as I'm aware.

The "our" is effectively referring to 'our family'. In the examples given from Keeping Up Appearences, the words are usually being spoken by Rose's mother or father, and hence "our Rose" would refer to their (joint) daughter.

Not being a northerner, I can't speak definitively about its usage. But I think that form may sometimes also be used by a brother or sister (or other close family member) of the person being addressed or referred to, where it would mean "of our family". And, yes, I suppose it's just an affectionate usage when addressing the person directly.

I'm not familiar with Lark Rise to Candleford, but would be surprised if the usage were different from what I have described.

Here's three examples from Keeping Up Appearances, all spoken by Daisy to Rose:

1. "What's brought this on, our Rose?"

2. "You're too emotional, our Rose"

3. "What are you doing here, our Rose?"

The OED says this of our:

2b colloq. Used familiarly with a person's name to denote a relative, friend, or acquaintance of the speaker, or (with title and surname) an employee of a company, etc. spec. (esp. with a forename) as a form of address for a family member. Cf. ˆd at kid n.1 Additions, our one n. at Special uses.

Here's their first quotation:

1836 Blackwood's Edinb. Mag. Mar. 391/1 ‘What's come over our little Fan?’ exclaimed Mark Fairfeld, in a tone of perplexity and vexation.

It's used in the third person, but it's a father addressing his crying daughter. (Here's the full text, where he repeats it.)

Here's a later quote, that uses it in the second person:

1952 ‘W. Cooper’ Struggles of Albert Woods i. ii. 23 ‘What do you think of it, our Albert?’ his mother cried.

Here's the entry for our kid:

Eng. regional (chiefly north-west.). our (also are) kid : one's (younger) brother; (also occas.) any close, usually younger, relative. Freq. as a form of address. Cf. our adj. 2b.

The first quotation says it's used in both the second and third person:

1920 P. Green Our Kid 7 Nobody ever addresses him or refers to him by any other title than that of our kid.