Your nephew's baby would be your grand-nephew or grand-niece. You would be their grand-uncle or grand-aunt.
they are cousins
Nephews are the sons of your brother or sister. Therefore nephews who are not brothers to each other are first cousins to each other.
Great nephew
He is their Uncle and they are nieces and nephews.
Second cousins.
Your brother-in-law's children are your nephews and nieces.
Your brother's children would be your nieces and nephews.
Cristiano Ronaldo has four because she had a new baby
If it's your sister then your sister, if it's your brother's wife then you sister-in-law
Your sister's husband is your children's uncle. They are his nieces and nephews.
Your borther-in-law is your grandchildren's great uncle. They are his great nieces and great nephews.
You do not have a niece-in-law. Some of your nieces and nephews are that because they are the children of your husband's siblings. They are your nieces and nephews and you and your husband together are their "aunt and uncle."