nephew
You would call your sister's son your nefu and her daughter neice.
Your cousin.
nephew!
My sister's son is my nephew.
If your sister had a son, then he is your nephew.
That would be your cousin, honey. Just keep it simple and call them what they are - family. No need to complicate things with all those fancy terms.
Your sister's daughter's son would be your grandnephew.
your Neice
You would call the son of a lord, John, son of Lord So-and-So
Your father's sister is your aunt. Her son is your first cousin. Her grandson is your first cousin, once removed.
Christians would call Jesus the son of the Highest, because Christians believe that Jesus was the son of God.