There are a range of possibilities, depending on the exact relationship. If the nephew is the son of one of your cousins (i.e., they are the child of one of his brothers or sisters) they would be a first cousin twice removed. If they are the child of one of the spouses' brother's or sister's spouses, there is no relationship, though most families would probably refer to them as a distant cousin.
It's called "bigamy" (bi meaning 2 - as in 2 spouses).
rani :P
Not really, because spouses of cousins aren't part of the kinship system in the United States. (However, you can opt to start calling each other "cousin" if you like--there's no rule against it.)
The cousin to a seagull is called a tern.
Your first cousin.
Peitho is called his bride.
Your cousin in-law
The English language does not use the phrase "cousin brother." The brother of your cousin is also your cousin.
Zayn Malik doesn't have a cousin called May.
Africa About half the states of the USA permit the marriage of first cousins.
They are sometimes called exes as in ex-wife or ex-husband.