I have not heard Mr. and Mrs. Christmas used, but do hear Father Christmas sometimes. Father Christmas and Santa Claus generally refer to the same person these days, at least in the United States. As far as their origins, I have read that Father Christmas inspired the development of Santa Claus in the US, so they did not originally refer to the same Character. In the US, Santa is married in numerous stories, so most people here do know of a Mrs. Claus.

Maybe it is about some competition that happens in your locality on christmas. Just like Mr. Eve, Miss Beautiful, Mr. and Mrs. Christmas (the most lovely couple of the evening)

I have never heard of them. Santa isn't married. A nagging wife would keep him form his busy schedule.