Your brother's children would be your nieces and nephews.
Your brother's children would be your nieces and nephews. Your nephew's children would be great-nieces and great-nephews.
If it is a boy then it is your nephew. If it is a girl then it is your niece.
Some would call your nephew's children your grand nephews and grand nieces, others would call then your great nephews and great nieces.
Your borther-in-law's children are your nieces and nephews. You are their uncle or aunt, as is your spouse.
Your nephew's children are your great nieces (girls) and great nephews (boys). You are their great uncle or great aunt, depending on your sex.
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 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.
I believe they would be great aunts or great uncles.
They would be great nieces or great nephews.
They are your step-nieces/nephews because her children would be your step-siblings.
Your brother's children would be called your nieces or nephews.