Since nephews are male, use of the word "Miss" in any form is inappropriate.
It is not usual to use either "Mr" or "Miss" in connection with these relationship names.
It is appropriate to say or...
There is no legal relationship, but most people would refer to him as their nephew. I typically introduce someone like that as the husband of my neice. Going the other way, I usually refer to them as...
The English language has no collective term that would cover both nieces and nephews, other than the general word "relatives."According to Merriam Webster & Wikipedia; 'niblings' (play on...