Your nephew's sister is your niece.
Nephews and/or Nieces
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
Your brother's daughters are your nieces
I can give you several sentences.My nieces are coming for a visit.Are those girls your nieces?Nieces are the daughters of your brother or sister.
I have three nieces. One of my nieces has had her hair braided. My other two nieces are jealous of her. My niece's braided hair is a honey-golden brown. My nieces' mother is married to my oldest brother.
Nieces.
If your brother (or your sister) has children they are your nephews (males) and nieces (females).
Your brother's children would be your nieces and nephews.
Your brother-in-law's children are your nephews and nieces.
Your brother's children would be your nieces and nephews. Your nephew's children would be great-nieces and great-nephews.
Your brother's daughters are your nieces
Your brother's sons are called your nephews, and his daughters are called your nieces. Collectively, you can refer to them as your nieces and nephews. If you want to be more specific, you can say "my brother's children" as a general term.