When I was a child, we called those shops sweety shops, corner shops and paper shops. They were usually situated on a street corner and sold newspapers and sweets, hence the various names. Now, those little independent shops are few and far between. They have been mostly replaced with "convenience stores" which are usually part of a chain and are much bigger, some more like mini-supermarkets.
I have never heard or used "confectionery store/shop".
Note that as 5jj said, we wouldn't say "Is there any ... shop?" You will normally hear "Is there a ... shop nearby?" or "Are there any ... shops [in this street/town/country]?"
Last edited by emsr2d2; 25-May-2013 at 23:59.
Remember - correct capitalisation, punctuation and spacing make posts much easier to read.