The most famous sword in English legend has a name that is not English, not Latin, and not even fixed. It shifted spelling for centuries before settling.
The oldest form is Welsh. In the tale Culhwch and Olwen, usually dated to the 11th or 12th century, Arthur's prized sword is called Caledfwlch. Wikipedia breaks the name into caled, "hard," and bwlch, "breach" or "cleft." Breton and Cornish had matching forms, and a late Cornish play calls it Calesvol.
Irish legend has a strikingly similar sword, Caladbolg, carried by the hero Fergus mac Róich. Etymonline treats the Welsh name as probably a variant of the Irish one. Wikipedia reports that the scholars Bromwich and Simon Evans doubted a direct borrowing. They suggested both names may have begun as general words for a great sword.
The name reached Latin readers through Geoffrey of Monmouth. His History of the Kings of Britain, around 1136 (Etymonline says about 1140), calls the sword Caliburnus and says it was forged on the isle of Avalon. Wikipedia notes that the Latin form may have been nudged by chalybs, the Latin word for steel.
French writers then took over. Wace's verse chronicle of about 1150 to 1155 uses several spellings, among them Caliburn and Escalibor. Etymonline calls Escalibor a corruption of Caliburn. It dates English Excalibur, borrowed from that French form, to around 1300.
The legend changed as much as the spelling. Robert de Boron's Merlin, around 1200, is the first known text where the future king pulls a sword from a stone. In the later French Post-Vulgate tradition, that sword breaks and Arthur receives Excalibur from the Lady of the Lake. Malory's 15th-century Le Morte d'Arthur tells both stories and calls each sword Excalibur.
So the blade readers know from Malory carries a name that passed from Welsh into Latin and then French. Each language reshaped it to sound right in its own mouth.