Your grandniece's daughter is your great-grandniece.
She is his great grandniece.
your 2nd niece...!
Your granddaughter and your grandniece are second cousins or third cousins to each other
Cousin in Law
Your grandchildren and your grandniece are second cousins to each other..
Your grandniece and your daughter are first cousins, once removed, to each other.
your second nephew
Well, it depends how close you are to your husbands family. If you really want to know they are cousins-in-law.
that would be your niece or if you want to be fussy then your niece in law!
They are sisters in law.
Grandniece