Your father's niece is your first cousin. Her son is your first cousin, once removed.
You call them your nieces, or by their names.
You would refer to them as your nieces, thought they are formally your wife's nieces. And they would normally call you uncle.
Your granddaughters and son have the relationship of nieces and uncle. Your granddaughters being his nieces and your son being their uncle.
Second Cousin
You can refer to your sister's children as your nieces and nephews. If your sister has daughters, they are your nieces, and if she has sons, they are your nephews. Collectively, you can call them your nieces and nephews or simply refer to them as your sister's kids.
Some would call your nephew's children your grand nephews and grand nieces, others would call then your great nephews and great nieces.
Your niece's son is your grand nephew, and you are his great aunt.
Nieces.
If it is a boy then it is your nephew. If it is a girl then it is your niece.
Your husband's sister's kids are referred to as your nieces and nephews by marriage. More specifically, you can call them your "nieces" if they are girls and "nephews" if they are boys.
Your niece and your son are second cousins. Your niece's child and your son are second cousins once removed.
Dads typically call their sons by their first names or nicknames.