Your grandchildren and your grandniece are second cousins to each other..
Great grandniece or great grandnephew
They would be second cousins. Your child and your grandniece's parent are first cousins. There are no 'removed' involved because the generation difference between the common ancestors (your parents) is the same.
Grandniece
You would just be a friend
Your husband's grandniece is your grandniece-in-law.
Your sister's children's children are her grandchildren.Your children and your sister's grand children are first cousins, once removed.Your grandchildren and your sister's grandchildren are second cousins.
You brother is your grandchildren's great uncle or granduncle.Your grandchildren are your brother's grandnieces and grandnephews
Your grandniece's daughter is your great-grandniece.
The relationship term is usually hyphenated "great-grandchildren" (grandchildren's kids).
they would be second cousins
Your grandniece and your daughter are first cousins, once removed, to each other.
your great grandchildren