Sweetbreads are not breads and are not sweet. Sweetbread is either the pancreas gland or the thymus gland cooked up and served on a platter to an unwitting restaurant patron who has not yet read this post.
The thymus gland is a lumpy thing in the neck. Thymus comes from Greek meaning thyme and was named for its (vague) resemblance to a bunch of thyme (the herb).
The word pancreas breaks down from Greek into pan (all) and kreas (flesh) and describes the pancreases homogeneous nature.
Thymus sweetbread can be called neck sweetbread and pancreas sweetbread can be called stomach sweetbread. But why is it called sweetbread at all? No one knows for sure. Bread perhaps comes from Old English bræd meaning meat. But sweet remains a mystery.