You are Great Aunt to your niece's child. The child is your great niece or great nephew.
Your niece's children are your great nieces and great nephews.
Your great nieces or newfews
Nephews and/or Nieces
Nieces and nephews are the children of your siblings.
They are your nieces and nephews and not your cousins
Your daughters are great aunties if their nieces have kids. Your daughters kids are your grand children.
Nephews and nieces
Your borther-in-law's children are your nieces and nephews. You are their uncle or aunt, as is your spouse.
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.
Cousins
The children of your husband's siblings are your nieces or nephews. Their children are your great-nieces or great-nephews.
if they are the children of your brother, they would be your nephews and nieces - if they were her children before she married your brother, then step-nephew and step-nieces