On the Holy Spirit

Why is the last -but not least- Person of the Holy Trinity called the Holy Spirit?

Why isn't He simply called Spirit, for instance?

Or why aren't then the first two called Holy Father and Holy Son as well?

Because the Spirit (breath, respiration) is the element of life, and, if sin and death are umbilically connected (Romans 5:12), then the same can be said about life and holiness as well.