I have a silly question. I assume a sweet is what we Americans refer to as a candy? And to us a chocolate would clearly fall into the class of candies. Though we would say may I have a chocolate (implying a candy).
Yes, a sweet is a candy and yes, a chocolate would count as a sweet. I guess there could be a context where 'sweet' would imply 'other than a chocolate'.
"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?
Being Australian, I was both amused and saddened to discover that 'losin' can't be translated in this course to 'lolly.' :P It's no big thing, just a regional matter, but it made me chuckle.