Great grand niece
Grandchild
your grandchild
your great grandchildren
Great niece or nephew.
Your granddaughters and son have the relationship of nieces and uncle. Your granddaughters being his nieces and your son being their uncle.
Your daughters are great aunties if their nieces have kids. Your daughters kids are your grand children.
He is their Uncle and they are nieces and nephews.
Second cousins.
Second cousins, once removed.
Your brother's children would be your nieces and nephews.
Your brother-in-law's children are your nephews and nieces.
Third cousins once removed.