Your nephew's child is your great niece (if a girl) or your great nephew (if a boy).
Some would call your nephew's children your grand nephews and grand nieces, others would call then your great nephews and great nieces.
your niece's or nephews
Children of your siblings are nieces and nephews. Children of your spouse's siblings are still called nieces and nephews, but you are not related to them by blood.
If it is a boy then it is your nephew. If it is a girl then it is your niece.
The children of your husband's siblings are your nieces or nephews. Their children are your great-nieces or great-nephews.
Your brother's children would be your nieces and nephews. Your nephew's children would be great-nieces and great-nephews.
Your sister-in-law is either the wife of your brother or the sister of your spouse. The children of your brother's wife are your nieces and nephews, since they are also the children of your brother. In some cases they may be your sister-in-law's children from a previous marriage. Then they are not related to you at all. However, if they are very young, it may be convenient to call them your nieces and nephews anyway. The children of your spouse's sister are always your nieces and nephews.
The children born to your siblings are your nieces and nephews.
The children of your husband's sister are your nieces or nephews, and you are their aunt, just as he is their uncle.
Your brother's children would be called your nieces or nephews.
Your brothers children are your nephews (boys) and nieces (girls).
Your brother's children would be called your nieces or nephews.