"May I have chocolate and sweets" is accepted, but how about "May I have some chocolate and some sweets"?
As regards siocled vs. losin, in a UK context it's normal to make the distinction. I'd reserve "sweets" for the sugary variety. I'd expect to find chocolate in a sweet shop (excellent traditional example in Biwmaris!) but would go to a dedicated shop for the really good stuff. "Gwesty Siocled" anybody?