It's a goose :). Before, when people made their own butter, they thought that the clots/lumps/whatever on top looked like geese (no comment). People ate them with bread and eventually the bread was called butter goose as well. More or less.

Note that it is
en gås - flera gäss
en smörgås - flera smörgåsar

I was delighted when I suddenly realized that smorgasbord literally means sandwich table, and I pictured a table with lots of sandwich makings on it for making your own sandwiches. Kind of like Subway (the sandwich restaurant), but classier and DIY.

Sure, but not with "allt":
Var är smöret? (Where is the butter?)
Var är allt smör? (Where is all the butter?)

You're not that far off, actually. Småland is a Swedish province (landskap), and a Swedish saying goes Inte för allt smör i Småland! - "Not (even) for all of the butter in Småland!"

Also, where I live, there used to be an homestead in the 19th century, affectionally called Smörslottet by local residents since apparently their butter was great and they were joking about the little cottage. It's long gone but a local street is still named for it. :)

Jag kan inte tro att det inte är smör! :p

Although the phrase doesn't really translate into Swedish. I'd probably change it to "I can scarcely believe it's not butter": Jag kan knappt tro att det inte är smör!