In Season 1 episode Heroes and Demons, there is a scene where the holodeck people call the EMH Lord Schweitzer? Why do they do this?
Because that's the name he chose when Freya asked who he was:
Doctor: I'm looking for Grendel.
Freya: Only a warrior would seek that which others flee. What is your name?
Doctor: I'm glad you asked. My name is Schweitzer. Doctor Schweitzer.
Freya: Schweitzer.. A hero's name. Come, I will take you to the kind.
One of these jokes was that the name The Doctor assumes in this episode, Schweitzer, is a reference to Dr. Albert Schweitzer, a medical doctor, philosopher and recipient of the 1952 Nobel Peace Prize. Naren Shankar recalled, "I was going through the names of famous doctors in history, and Albert Schweitzer sounded really funny. I thought it would be cut, because The Next Generation was never really known for its humor [....] Here I was, writing these scenes with the Vikings all shouting, 'Schweitzer, Schweitzer!' and thinking, 'They're going to cut this; there's no way this is going to make it,' but it did." (The Official Star Trek: Voyager Magazine, issue #4, p. 67)
The Doctor wants a name. He uses various throughout Voyager. One is Doctor Schweitzer, from Albert Schweitzer.
From episode seven, Eye of the Needle, Stardate: 48579.4;
EMH:Captain Janeway has made me realise that I must function as more than an Emergency Medical replacement. I must think of myself as a member of the crew.
KES:you're absolutely right.
EMH:I've prepared a list of things I'd like to see added to Sickbay. Perhaps you could present it to the Captain?
KES:I'd be happy to.
EMH:There's one more request. Something of a, a personal nature. I would like a name.