Your daughter and your niece are first cousins. Your daughter and your niece's daughter are first cousins, once removed.
Your niece's daughter is your great niece and her granddaughter is your great great niece. You are the granddaughter's her great great aunt or great great uncle.
Grand niece.
Great-niece.
your 2nd niece...!
Your daughter and your niece's child are 1st cousins once removed.
My niece's daughter is my great niece.
They are 2nd cousins.
No he did not. I am one of his grand nieces. He had one daughter.
Your niece's daughter is your grand niece, or, as some would say, your great niece.
your 2nd niece...!
Your niece's daughter is your great niece. You are her great aunt or great uncle, depending on your sex.
Your niece is the daughter of your brother or sister. That relationship is not ended by divorce. If your brother married a woman who already had a daughter (from an earlier marriage), then she would be your "step-niece", and this relationship would, technically, be ended by a later divorce.
The English language has no collective term that would cover both nieces and nephews, other than the general word "relatives." According to Merriam Webster & Wikipedia; 'niblings' (play on siblings) is a collective term for nephews and nieces.