Your daughter's daughter is your grand daughter. Your sister's son's daughter's son is your sister's great grandson and your great great nephew. Your granddaughter and your great great nephew are...
Your sister is your son's aunt. Your sister's daughter is your sons first cousin. Your sister's daughter's son (your sister's grandson) is your son's first cousin, once removed.
Your son and your sister's daughter are first cousins. Your son and your sister's daughter's son (your sister's grandson) are first cousins, once removed, to each other.