The way to address a shower invitation to a married women would be you address them by their full married name. Example: Mrs. Kate Bolton.
Another Perspective
The best way to address a shower invitation to any woman is to simply use her name. This is the twenty first century. A shower invitation does not need to reflect a woman's marital status.
To: Kate Bolton.
You put the name of the young woman who is pregnant; where the baby shower will be held; address and the hostess' phone #.
Frau
Madame.
"madame"
Mrs. is a title of respect that may be used to address a married woman. Ms. is preferable, especially if you do not know what the woman's preferred title is, or if you do not know the marital status of the woman.
Frau
Unless the woman specifies otherwise, always address correspondence to Ms.
You can address an unmarried woman as "Ms." just as well as a married woman. In a situation where you are unsure of the marital status, "Ms." is a safe form of address, and avoid "Miss" and "Mrs."
If you do not know if the woman is single; married or widowed then you can use 'Ms.' If you know they are single then use 'Miss' or 'Ms.' and 'Mrs.' for married women or widowed women.
Ms. until there is a prefix that describes a married man that is different from one that describes an unmarried man.
You address a woman as Mrs. when you know she is married. When you know she is single you address her as Miss. When you are uncertain about her marital status it is best to address her as Ms.
You should speak to the mother of the bride to find out if you could give a bridal shower for your niece even though your daughter is a bridesmaid. Generally it is the Maid of Honor (single woman) or Matron of Honor (married woman) or one of the bridesmaids that give a shower for the bride.