This isn't a recommendation of a single, specific book, but maybe it'll still be of some help.
You can find etymological info peppered here and there in a number of works, but the best source, at least as far as the Elvish tongues are concerned, is probably
The Lost Road and Other Writings (HoMe V), which has a section aptly named
The Etymologies.
The entries were taken from Tolkien's own notes, yet they're not absolutely definitive, as JRRT often made changes to them, and not all of the writings were completely legible.
Segueing from that, there are also the
Vinyar Tengwar journals, published every now and again by
The Elvish Linguistic Fellowship. In fact, the last two publications, VT45 and VT46, dealt specifically with
The Etymologies mentioned above. The authors further scrutinized Tolkien's papers, and presented additions and corrections to what appears in HoMe V.
For Adūnaic (the language of Nśmenor), in
Sauron Defeated (HoMe IX), there's a section called
Lowdham's Report on the Adūnaic Language. It's a fictitious report written by JRRT, but one where he presents a limited, yet still the most thorough and complete, examination of the language.
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