You are your nephew's uncle, or aunt, and his son's great uncle, or great aunt. Your nephew's son is your great nephew.
Great nephew
you are still are considered an aunt or uncle. But, if you are to introduce them to someone outside the family then you are to be considered their great aunt / uncle
your nephews
Nephews are the sons of your brother or sister. Therefore nephews who are not brothers to each other are first cousins to each other.
3rd cousin
He is their Uncle and they are nieces and nephews.
Your nephews' children would be your children's cousins. They share a common grandparent, as their parents (your nephews) are siblings to your children’s parents. This familial relationship creates a bond among them, typically fostering a close connection within the extended family.
Second cousins.
Most families would use the first name. There is no real relationship with them as there is no common ancestor. But some families might refer to them as cousins or even nephews, though they aren't.
You would be his Great Uncle and he would be your Great Nephew.
Your brother's children would be your nieces and nephews.
Your brother-in-law's children are your nephews and nieces.